+506.7%
CIEN vs ONTO
+258.3%
+248.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.4% | +4.2% |
| 7D | -5.3% | +9.7% | -14.9% | -9.0% |
| 30D | -17.2% | -8.8% | -8.4% | -13.8% |
| 3M | -26.9% | +4.5% | -31.4% | -29.1% |
| 6M | +16.0% | +56.4% | -40.4% | -3.2% |
| YTD | +45.9% | +78.1% | -32.1% | +16.1% |
| 1Y | +186.8% | +171.3% | +15.5% | +94.9% |
| 3Y | +607.8% | +118.7% | +489.1% | +380.0% |
| 5Y | +506.7% | +269.4% | +237.3% | +213.0% |
| All | +506.7% | +258.3% | +248.5% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling