+147.9%
CIEN vs O
+2,653.0%
-2,505.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -15.2% | -0.7% | -14.4% | -14.9% |
| 30D | -21.5% | -1.9% | -19.6% | -20.8% |
| 3M | -40.1% | +3.8% | -43.9% | -41.7% |
| 6M | -6.6% | -4.7% | -1.8% | -5.0% |
| YTD | +37.3% | +12.5% | +24.8% | +28.6% |
| 1Y | +174.5% | +10.8% | +163.7% | +158.4% |
| 3Y | +562.3% | +28.8% | +533.5% | +465.8% |
| 5Y | +463.9% | +13.2% | +450.8% | +411.0% |
| 10Y | +1,302.4% | +53.5% | +1,248.9% | +887.1% |
| All | +147.9% | +2,653.0% | -2,505.1% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling