+569.7%
CIEN vs OVV
+57.6%
+512.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.3% |
| 7D | +27.4% | +6.5% | +20.8% | +25.3% |
| 30D | -26.6% | -2.7% | -23.9% | -25.9% |
| 3M | -32.0% | +3.1% | -35.1% | -32.6% |
| 6M | -49.1% | +12.8% | -61.9% | -51.1% |
| YTD | +25.7% | +68.1% | -42.4% | +3.6% |
| 1Y | +40.3% | +73.6% | -33.3% | +13.5% |
| All | +569.7% | +57.6% | +512.1% | +458.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling