+147.9%
CIEN vs EOG
+3,878.7%
-3,730.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -15.2% | +1.3% | -16.5% | -15.5% |
| 30D | -21.5% | +8.2% | -29.6% | -23.6% |
| 3M | -40.1% | +3.8% | -43.9% | -41.2% |
| 6M | -6.6% | +15.3% | -21.9% | -12.1% |
| YTD | +37.3% | +41.7% | -4.5% | +20.4% |
| 1Y | +174.5% | +23.6% | +151.0% | +150.8% |
| 3Y | +562.3% | +23.3% | +539.0% | +497.3% |
| 5Y | +463.9% | +170.4% | +293.5% | +276.4% |
| 10Y | +1,302.4% | +125.5% | +1,176.8% | +755.1% |
| All | +147.9% | +3,878.7% | -3,730.8% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling