+520.6%
CIEN vs OXY
+157.9%
+362.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +5.4% | +1.4% | +4.0% | +5.2% |
| 30D | -13.7% | +4.0% | -17.7% | -14.2% |
| 3M | -23.0% | +7.6% | -30.6% | -24.0% |
| 6M | -0.8% | +16.2% | -17.0% | -4.3% |
| YTD | +43.1% | +50.8% | -7.8% | +31.1% |
| 1Y | +157.6% | +34.7% | +122.9% | +140.8% |
| 3Y | +593.8% | -1.0% | +594.8% | +570.1% |
| 5Y | +520.6% | +163.2% | +357.4% | +463.8% |
| All | +520.6% | +157.9% | +362.7% | +463.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling