+79.7%
SPY vs CIEN
+562.0%
-482.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +0.1% | -15.2% | +15.3% | +2.2% |
| 30D | +0.1% | -21.5% | +21.5% | +3.0% |
| 3M | +2.0% | -40.1% | +42.1% | +8.5% |
| 6M | +13.0% | -6.6% | +19.6% | +10.3% |
| YTD | +13.5% | +37.3% | -23.7% | +2.9% |
| 1Y | +20.0% | +174.5% | -154.6% | -5.6% |
| All | +79.7% | +562.0% | -482.3% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling