+344.2%
CIEN vs COO
-40.8%
+385.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.1% | +10.2% |
| 7D | -5.3% | +4.3% | -9.6% | -6.1% |
| 30D | -40.1% | +17.6% | -57.7% | -42.3% |
| 3M | -34.7% | -13.9% | -20.8% | -32.7% |
| 6M | -50.9% | +6.6% | -57.4% | -53.0% |
| YTD | +15.2% | -22.0% | +37.2% | +21.9% |
| 1Y | +35.2% | -8.8% | +44.0% | +35.6% |
| 3Y | +522.6% | -21.5% | +544.1% | +525.3% |
| 5Y | +344.2% | -41.0% | +385.2% | +385.0% |
| All | +344.2% | -40.8% | +385.0% | +385.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling