+1,500.5%
CIEN vs OXY
+7.5%
+1,493.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +8.9% | +2.8% | +6.1% | +8.5% |
| 30D | -19.1% | +5.5% | -24.5% | -19.8% |
| 3M | -21.5% | +11.3% | -32.8% | -23.0% |
| 6M | +2.8% | +11.6% | -8.8% | +0.2% |
| YTD | +49.5% | +51.6% | -2.1% | +38.2% |
| 1Y | +163.8% | +36.2% | +127.6% | +147.6% |
| 3Y | +615.8% | +1.7% | +614.1% | +596.2% |
| 5Y | +548.4% | +164.5% | +383.9% | +439.0% |
| All | +1,500.5% | +7.5% | +1,493.0% | +1,361.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling