+48.9%
CIEN vs EOG
+45.9%
+3.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.2% | -4.1% | -11.0% |
| 7D | -25.0% | -8.6% | -16.4% | -27.4% |
| 30D | -30.1% | +2.8% | -32.9% | -28.7% |
| 3M | -33.8% | +3.2% | -36.9% | -31.7% |
| 6M | -49.4% | +5.3% | -54.8% | -47.3% |
| YTD | +16.4% | +44.5% | -28.1% | +43.7% |
| 1Y | +48.9% | +44.2% | +4.7% | +84.4% |
| All | +48.9% | +45.9% | +3.0% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling