+477.0%
CIEN vs OVV
+160.2%
+316.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.4% |
| 7D | -15.2% | +0.3% | -15.4% | -15.2% |
| 30D | -21.5% | +11.7% | -33.2% | -23.3% |
| 3M | -40.1% | +9.8% | -49.9% | -41.4% |
| 6M | -6.6% | +26.6% | -33.1% | -11.8% |
| YTD | +37.3% | +67.0% | -29.8% | +21.7% |
| 1Y | +174.5% | +55.9% | +118.6% | +146.1% |
| 3Y | +562.3% | +45.5% | +516.8% | +488.6% |
| All | +477.0% | +160.2% | +316.8% | +364.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling