+1,146.8%
CIEN vs OMC
+53.0%
+1,093.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -5.0% |
| 7D | +15.3% | +1.9% | +13.4% | +14.7% |
| 30D | -22.0% | +12.2% | -34.2% | -25.1% |
| 3M | -36.6% | +0.6% | -37.2% | -37.4% |
| 6M | -51.5% | +21.0% | -72.5% | -55.6% |
| YTD | +20.0% | +12.4% | +7.6% | +11.0% |
| 1Y | +44.5% | +25.4% | +19.0% | +27.7% |
| 3Y | +539.0% | +29.2% | +509.9% | +440.7% |
| 5Y | +356.8% | +52.6% | +304.2% | +252.9% |
| All | +1,146.8% | +53.0% | +1,093.9% | +838.6% |
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