+311.1%
SPY vs CIEN
+1,306.4%
-995.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.8% | -7.5% | -0.3% |
| 7D | -0.9% | +8.7% | -9.7% | -2.8% |
| 30D | -2.4% | -26.9% | +24.6% | +2.6% |
| 3M | -1.2% | -23.6% | +22.5% | +1.7% |
| 6M | +3.3% | -49.1% | +52.4% | +13.7% |
| YTD | +12.3% | +26.6% | -14.3% | -1.3% |
| 1Y | +12.4% | +42.7% | -30.3% | -4.5% |
| 3Y | +78.8% | +570.8% | -492.0% | -1.3% |
| 5Y | +75.2% | +386.4% | -311.3% | +2.0% |
| 10Y | +311.1% | +1,261.7% | -950.6% | +94.0% |
| All | +311.1% | +1,306.4% | -995.3% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling