+128.6%
CIEN vs O
+2,603.6%
-2,475.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +8.7% | +0.6% | +8.2% | +8.4% |
| 30D | -26.9% | +9.4% | -36.3% | -30.4% |
| 3M | -23.6% | -2.4% | -21.2% | -23.4% |
| 6M | -49.1% | -1.9% | -47.2% | -49.5% |
| YTD | +26.6% | +10.5% | +16.1% | +18.7% |
| 1Y | +42.7% | +10.0% | +32.7% | +33.8% |
| 3Y | +570.8% | +40.5% | +530.4% | +446.2% |
| 5Y | +386.4% | +10.2% | +376.2% | +343.3% |
| 10Y | +1,261.7% | +82.5% | +1,179.3% | +771.0% |
| All | +128.6% | +2,603.6% | -2,475.0% | -63.8% |
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