+48.9%
CIEN vs COO
-7.7%
+56.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.9% | -15.2% | -7.2% |
| 7D | -25.0% | +8.4% | -33.5% | -22.7% |
| 30D | -30.1% | +13.5% | -43.6% | -26.9% |
| 3M | -33.8% | -13.8% | -20.0% | -34.4% |
| 6M | -49.4% | +4.7% | -54.2% | -49.1% |
| YTD | +16.4% | -21.4% | +37.8% | +27.9% |
| 1Y | +48.9% | -6.7% | +55.6% | +52.0% |
| All | +48.9% | -7.7% | +56.5% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling