+509.1%
CIEN vs EOG
+179.2%
+329.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | -12.8% | +3.4% | -16.2% | -13.3% |
| 3M | -23.1% | +7.8% | -30.9% | -24.2% |
| 6M | +6.1% | +13.4% | -7.2% | +3.0% |
| YTD | +44.5% | +43.5% | +1.0% | +33.2% |
| 1Y | +176.6% | +29.7% | +146.9% | +160.4% |
| 3Y | +601.0% | +23.2% | +577.8% | +560.0% |
| 5Y | +509.1% | +176.4% | +332.7% | +418.6% |
| All | +509.1% | +179.2% | +329.9% | +418.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling