+378.7%
CIEN vs OMC
+48.8%
+330.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +27.4% | -0.3% | +27.7% | +27.5% |
| 30D | -26.6% | +10.6% | -37.2% | -28.2% |
| 3M | -32.0% | +2.6% | -34.6% | -32.6% |
| 6M | -49.1% | +16.6% | -65.7% | -51.8% |
| YTD | +25.7% | +10.9% | +14.8% | +19.5% |
| 1Y | +40.3% | +22.1% | +18.2% | +28.2% |
| 3Y | +566.2% | +27.5% | +538.7% | +469.1% |
| 5Y | +378.7% | +50.6% | +328.1% | +281.3% |
| All | +378.7% | +48.8% | +330.0% | +281.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling