+186.8%
CIEN vs COO
-2.5%
+189.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.1% | +5.8% |
| 7D | -5.3% | -2.3% | -3.0% | -5.7% |
| 30D | -17.2% | -8.8% | -8.4% | -18.5% |
| 3M | -26.9% | +1.3% | -28.2% | -27.5% |
| 6M | +16.0% | -11.6% | +27.6% | +20.5% |
| YTD | +45.9% | -17.4% | +63.3% | +54.6% |
| 1Y | +186.8% | -1.6% | +188.4% | +194.8% |
| All | +186.8% | -2.5% | +189.3% | +194.8% |
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