+522.6%
CIEN vs COO
-23.3%
+545.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.1% | +10.6% |
| 7D | -5.3% | +4.3% | -9.6% | -5.3% |
| 30D | -40.1% | +17.6% | -57.7% | -40.7% |
| 3M | -34.7% | -13.9% | -20.8% | -33.5% |
| 6M | -50.9% | +6.6% | -57.4% | -52.0% |
| YTD | +15.2% | -22.0% | +37.2% | +20.6% |
| 1Y | +35.2% | -8.8% | +44.0% | +36.6% |
| 3Y | +522.6% | -21.5% | +544.1% | +475.2% |
| All | +522.6% | -23.3% | +545.9% | +475.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling