+48.9%
CIEN vs OXY
+45.4%
+3.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.1% | -4.1% | -10.3% |
| 7D | -25.0% | -8.8% | -16.2% | -26.6% |
| 30D | -30.1% | -1.7% | -28.5% | -30.0% |
| 3M | -33.8% | +4.5% | -38.3% | -32.4% |
| 6M | -49.4% | -4.0% | -45.4% | -49.5% |
| YTD | +16.4% | +41.4% | -25.0% | +31.6% |
| 1Y | +48.9% | +45.9% | +3.0% | +69.0% |
| All | +48.9% | +45.4% | +3.5% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · 6 months rolling