+1,188.7%
CIEN vs OVV
+48.9%
+1,139.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | -5.3% | -10.7% | +5.5% | -3.6% |
| 30D | -40.1% | -5.3% | -34.8% | -39.6% |
| 3M | -34.7% | +2.4% | -37.1% | -35.1% |
| 6M | -50.9% | +5.7% | -56.5% | -51.5% |
| YTD | +15.2% | +56.8% | -41.6% | +6.6% |
| 1Y | +35.2% | +59.3% | -24.1% | +24.6% |
| 3Y | +522.6% | +49.0% | +473.6% | +474.8% |
| 5Y | +344.2% | +88.1% | +256.1% | +287.3% |
| 10Y | +1,188.7% | +42.5% | +1,146.1% | +893.5% |
| All | +1,188.7% | +48.9% | +1,139.8% | +893.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling