+356.1%
CIEN vs OPEN
-87.0%
+443.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -21.8% | +27.2% | +7.4% |
| 7D | -24.1% | -22.2% | -1.9% | -22.7% |
| 30D | -45.5% | -38.3% | -7.2% | -43.4% |
| 3M | -39.7% | -59.4% | +19.6% | -35.1% |
| 6M | -57.8% | -74.4% | +16.6% | -52.8% |
| YTD | +4.1% | -76.0% | +80.1% | +16.0% |
| 1Y | +20.8% | -78.7% | +99.5% | +35.7% |
| 3Y | +463.1% | -30.0% | +493.1% | +397.6% |
| 5Y | +302.3% | -93.7% | +396.0% | +282.6% |
| All | +356.1% | -87.0% | +443.1% | +326.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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