+304.6%
CIEN vs OVV
+84.0%
+220.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.6% |
| 7D | -24.1% | -16.7% | -7.4% | -21.2% |
| 30D | -45.5% | -1.5% | -44.0% | -45.3% |
| 3M | -39.7% | +1.6% | -41.3% | -40.1% |
| 6M | -57.8% | +2.0% | -59.8% | -58.2% |
| YTD | +4.1% | +56.8% | -52.7% | -7.0% |
| 1Y | +20.8% | +64.8% | -44.0% | +6.4% |
| 3Y | +463.1% | +38.3% | +424.9% | +404.4% |
| All | +304.6% | +84.0% | +220.5% | +257.5% |
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 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