+1,772.1%
CIEN vs COPX
+198.0%
+1,574.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +4.3% |
| 7D | -5.3% | +5.8% | -11.0% | -7.9% |
| 30D | -17.2% | +7.2% | -24.5% | -20.2% |
| 3M | -26.9% | +16.5% | -43.4% | -32.4% |
| 6M | +16.0% | +18.4% | -2.4% | +6.4% |
| YTD | +45.9% | +31.9% | +14.0% | +26.8% |
| 1Y | +186.8% | +88.5% | +98.3% | +111.1% |
| 3Y | +607.8% | +173.1% | +434.7% | +321.0% |
| 5Y | +506.7% | +193.1% | +313.6% | +233.7% |
| 10Y | +1,438.7% | +591.7% | +847.0% | +381.1% |
| All | +1,772.1% | +198.0% | +1,574.2% | +823.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling