+506.7%
CIEN vs O
+14.8%
+492.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -5.3% | -0.6% | -4.7% | -5.2% |
| 30D | -17.2% | -2.0% | -15.3% | -16.8% |
| 3M | -26.9% | +3.0% | -29.9% | -28.2% |
| 6M | +16.0% | -3.6% | +19.7% | +16.8% |
| YTD | +45.9% | +12.1% | +33.9% | +39.7% |
| 1Y | +186.8% | +8.9% | +177.9% | +176.8% |
| 3Y | +607.8% | +30.3% | +577.4% | +513.8% |
| 5Y | +506.7% | +13.7% | +493.0% | +465.7% |
| All | +506.7% | +14.8% | +492.0% | +465.7% |
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