-51.5%
CIEN vs EOG
+19.7%
-71.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.3% |
| 7D | +15.3% | +7.6% | +7.7% | +16.4% |
| 30D | -22.0% | +3.4% | -25.4% | -21.3% |
| 3M | -36.6% | +12.7% | -49.4% | -33.8% |
| 6M | -51.5% | +19.0% | -70.5% | -47.8% |
| All | -51.5% | +19.7% | -71.1% | -47.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling