+520.6%
CIEN vs COPX
+167.3%
+353.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | +2.3% |
| 7D | +5.4% | -2.9% | +8.3% | +6.8% |
| 30D | -13.7% | 0.0% | -13.7% | -13.9% |
| 3M | -23.0% | +14.8% | -37.8% | -28.4% |
| 6M | -0.8% | +7.0% | -7.9% | -4.8% |
| YTD | +43.1% | +23.8% | +19.2% | +29.2% |
| 1Y | +157.6% | +75.7% | +81.9% | +102.8% |
| 3Y | +593.8% | +156.4% | +437.4% | +354.0% |
| 5Y | +520.6% | +167.6% | +353.0% | +299.6% |
| All | +520.6% | +167.3% | +353.3% | +299.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling