+42.7%
CIEN vs ONTO
+53.2%
-10.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.9% | -0.1% | +2.5% |
| 7D | +8.7% | +16.4% | -7.6% | -2.1% |
| 30D | -26.9% | -21.4% | -5.5% | -13.9% |
| 3M | -23.6% | -32.7% | +9.1% | -0.8% |
| 6M | -49.1% | -25.2% | -23.9% | -41.0% |
| YTD | +26.6% | +36.2% | -9.7% | -4.7% |
| 1Y | +42.7% | +61.2% | -18.4% | -9.5% |
| All | +42.7% | +53.2% | -10.5% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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