+344.2%
CIEN vs O
+11.2%
+333.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.5% |
| 7D | -5.3% | +3.3% | -8.6% | -6.0% |
| 30D | -40.1% | +10.3% | -50.5% | -41.7% |
| 3M | -34.7% | -3.5% | -31.2% | -34.0% |
| 6M | -50.9% | -1.3% | -49.6% | -51.1% |
| YTD | +15.2% | +10.3% | +4.8% | +10.8% |
| 1Y | +35.2% | +10.4% | +24.8% | +29.7% |
| 3Y | +522.6% | +40.0% | +482.6% | +412.3% |
| 5Y | +344.2% | +12.4% | +331.9% | +319.0% |
| All | +344.2% | +11.2% | +333.0% | +319.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling