+110.1%
CIEN vs COO
+2,412.9%
-2,302.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -9.3% | +4.5% | -13.8% | -10.9% |
| 30D | -39.5% | +16.9% | -56.4% | -43.2% |
| 3M | -29.8% | -16.7% | -13.1% | -26.5% |
| 6M | -50.4% | +5.9% | -56.3% | -53.1% |
| YTD | +16.3% | -22.4% | +38.8% | +23.0% |
| 1Y | +30.4% | -10.1% | +40.5% | +30.3% |
| 3Y | +516.6% | -22.8% | +539.4% | +529.6% |
| 5Y | +349.8% | -41.4% | +391.2% | +401.7% |
| 10Y | +1,184.7% | +41.3% | +1,143.4% | +906.8% |
| All | +110.1% | +2,412.9% | -2,302.8% | -51.5% |
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