+1,431.9%
CIEN vs OMC
+35.0%
+1,396.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | +5.4% | -6.2% | +11.6% | +7.5% |
| 30D | -13.7% | -7.6% | -6.1% | -11.8% |
| 3M | -23.0% | +7.4% | -30.4% | -26.1% |
| 6M | -0.8% | +0.1% | -1.0% | -3.0% |
| YTD | +43.1% | +0.4% | +42.6% | +38.0% |
| 1Y | +157.6% | +7.8% | +149.9% | +139.6% |
| 3Y | +593.8% | +11.8% | +582.0% | +520.0% |
| 5Y | +520.6% | +32.5% | +488.1% | +404.2% |
| All | +1,431.9% | +35.0% | +1,396.9% | +1,076.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling