-32.0%
CIEN vs OMC
+3.7%
-35.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -3.2% |
| 7D | +27.4% | -0.3% | +27.7% | +26.6% |
| 30D | -26.6% | +10.6% | -37.2% | -16.3% |
| 3M | -32.0% | +2.6% | -34.6% | -26.5% |
| All | -32.0% | +3.7% | -35.7% | -26.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling