+615.8%
CIEN vs COPX
+149.4%
+466.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +8.9% | -2.3% | +11.2% | +10.1% |
| 30D | -19.1% | +0.3% | -19.4% | -19.5% |
| 3M | -21.5% | +6.8% | -28.3% | -24.8% |
| 6M | +2.8% | +7.9% | -5.1% | -2.6% |
| YTD | +49.5% | +23.7% | +25.7% | +33.4% |
| 1Y | +163.8% | +71.5% | +92.3% | +105.6% |
| 3Y | +615.8% | +149.1% | +466.7% | +355.5% |
| All | +615.8% | +149.4% | +466.5% | +355.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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