+522.6%
CIEN vs O
+36.9%
+485.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.8% |
| 7D | -5.3% | +3.3% | -8.6% | -4.6% |
| 30D | -40.1% | +10.3% | -50.5% | -39.1% |
| 3M | -34.7% | -3.5% | -31.2% | -34.2% |
| 6M | -50.9% | -1.3% | -49.6% | -50.6% |
| YTD | +15.2% | +10.3% | +4.8% | +17.0% |
| 1Y | +35.2% | +10.4% | +24.8% | +37.2% |
| 3Y | +522.6% | +40.0% | +482.6% | +451.9% |
| All | +522.6% | +36.9% | +485.7% | +451.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling