+264.0%
SPOT vs CIEN
+1,144.2%
-880.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.4% |
| 7D | -0.9% | -15.2% | +14.3% | +2.8% |
| 30D | +12.5% | -21.5% | +34.0% | +17.8% |
| 3M | +9.9% | -40.1% | +50.0% | +21.3% |
| 6M | +1.6% | -6.6% | +8.1% | -4.7% |
| YTD | -6.6% | +37.3% | -43.8% | -23.4% |
| 1Y | -22.9% | +174.5% | -197.5% | -50.7% |
| 3Y | +244.3% | +562.3% | -318.0% | +49.1% |
| 5Y | +117.8% | +463.9% | -346.1% | -2.2% |
| All | +264.0% | +1,144.2% | -880.2% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CIEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling