+591.3%
CIEN vs OSCR
-9.0%
+600.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.4% |
| 7D | +8.9% | +1.6% | +7.3% | +8.7% |
| 30D | -19.1% | +10.7% | -29.8% | -20.0% |
| 3M | -21.5% | +13.4% | -34.8% | -22.8% |
| 6M | +2.8% | +144.6% | -141.7% | -8.2% |
| YTD | +49.5% | +128.0% | -78.6% | +34.0% |
| 1Y | +163.8% | +68.7% | +95.1% | +141.8% |
| 3Y | +615.8% | +398.8% | +217.0% | +441.7% |
| 5Y | +548.4% | +87.3% | +461.1% | +384.0% |
| All | +591.3% | -9.0% | +600.3% | +484.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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