+147.9%
CIEN vs OMC
+1,260.1%
-1,112.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.8% |
| 7D | -15.2% | -6.4% | -8.8% | -11.8% |
| 30D | -21.5% | +1.1% | -22.6% | -22.7% |
| 3M | -40.1% | +10.4% | -50.5% | -45.7% |
| 6M | -6.6% | -1.7% | -4.9% | -9.9% |
| YTD | +37.3% | +4.4% | +32.8% | +23.4% |
| 1Y | +174.5% | +8.4% | +166.1% | +136.3% |
| 3Y | +562.3% | +14.4% | +547.9% | +423.3% |
| 5Y | +463.9% | +33.9% | +430.1% | +276.7% |
| 10Y | +1,302.4% | +34.9% | +1,267.5% | +707.8% |
| All | +147.9% | +1,260.1% | -1,112.2% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling