+1,460.5%
CIEN vs O
+49.9%
+1,410.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -4.6% | -2.3% | -2.3% | -3.9% |
| 30D | -12.8% | -2.4% | -10.4% | -12.2% |
| 3M | -23.1% | -0.6% | -22.5% | -23.4% |
| 6M | +6.1% | -5.0% | +11.1% | +7.4% |
| YTD | +44.5% | +10.4% | +34.1% | +39.0% |
| 1Y | +176.6% | +6.6% | +170.1% | +168.7% |
| 3Y | +601.0% | +28.4% | +572.6% | +526.5% |
| 5Y | +509.1% | +15.3% | +493.8% | +466.2% |
| 10Y | +1,460.5% | +55.3% | +1,405.2% | +1,191.4% |
| All | +1,460.5% | +49.9% | +1,410.6% | +1,191.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling