+48.9%
CIEN vs O
+8.1%
+40.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.0% | -12.3% | -7.2% |
| 7D | -25.0% | +5.8% | -30.9% | -22.0% |
| 30D | -30.1% | +10.7% | -40.8% | -25.7% |
| 3M | -33.8% | -4.5% | -29.3% | -32.9% |
| 6M | -49.4% | -4.1% | -45.3% | -48.5% |
| YTD | +16.4% | +9.8% | +6.6% | +46.2% |
| 1Y | +48.9% | +11.3% | +37.6% | +84.3% |
| All | +48.9% | +8.1% | +40.8% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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