+147.9%
CIEN vs COO
+2,650.9%
-2,503.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | -15.2% | -2.2% | -13.0% | -14.5% |
| 30D | -21.5% | -7.0% | -14.5% | -19.7% |
| 3M | -40.1% | +12.2% | -52.3% | -43.4% |
| 6M | -6.6% | -15.1% | +8.5% | -2.5% |
| YTD | +37.3% | -15.1% | +52.3% | +42.8% |
| 1Y | +174.5% | +2.3% | +172.2% | +165.6% |
| 3Y | +562.3% | -23.7% | +585.9% | +590.8% |
| 5Y | +463.9% | -38.9% | +502.9% | +530.3% |
| 10Y | +1,302.4% | +49.9% | +1,252.4% | +993.6% |
| All | +147.9% | +2,650.9% | -2,503.0% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling