+764.3%
CIEN vs ONTO
+658.6%
+105.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.0% | -1.4% |
| 7D | -15.2% | -1.0% | -14.2% | -14.8% |
| 30D | -21.5% | -2.9% | -18.6% | -20.8% |
| 3M | -40.1% | -2.5% | -37.6% | -40.2% |
| 6M | -6.6% | +28.2% | -34.8% | -15.5% |
| YTD | +37.3% | +69.8% | -32.5% | +11.7% |
| 1Y | +174.5% | +162.9% | +11.7% | +89.5% |
| 3Y | +562.3% | +95.9% | +466.3% | +367.0% |
| 5Y | +463.9% | +244.5% | +219.5% | +201.6% |
| All | +764.3% | +658.6% | +105.7% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling