+44.5%
CIEN vs OMC
+24.0%
+20.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.1% |
| 7D | +15.3% | +1.9% | +13.4% | +16.0% |
| 30D | -22.0% | +12.2% | -34.2% | -18.4% |
| 3M | -36.6% | +0.6% | -37.2% | -34.8% |
| 6M | -51.5% | +21.0% | -72.5% | -48.5% |
| YTD | +20.0% | +12.4% | +7.6% | +28.0% |
| 1Y | +44.5% | +25.4% | +19.0% | +44.2% |
| All | +44.5% | +24.0% | +20.5% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling