+539.4%
CIEN vs ONON
-23.0%
+562.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +6.9% |
| 7D | -5.3% | -1.7% | -3.6% | -5.0% |
| 30D | -17.2% | -27.4% | +10.1% | -11.9% |
| 3M | -26.9% | -26.5% | -0.4% | -22.9% |
| 6M | +16.0% | -34.2% | +50.2% | +24.9% |
| YTD | +45.9% | -41.3% | +87.3% | +60.5% |
| 1Y | +186.8% | -39.7% | +226.5% | +210.9% |
| 3Y | +607.8% | -7.8% | +615.6% | +595.2% |
| All | +539.4% | -23.0% | +562.3% | +466.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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