+116.6%
CIEN vs OXY
+1,026.4%
-909.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.8% |
| 7D | +15.3% | +4.2% | +11.1% | +13.8% |
| 30D | -22.0% | -4.3% | -17.7% | -20.8% |
| 3M | -36.6% | +2.3% | -38.9% | -37.3% |
| 6M | -51.5% | +5.5% | -57.0% | -52.8% |
| YTD | +20.0% | +44.9% | -24.9% | +3.7% |
| 1Y | +44.5% | +42.6% | +1.9% | +25.2% |
| 3Y | +539.0% | +0.7% | +538.3% | +506.2% |
| 5Y | +356.8% | +96.9% | +260.0% | +228.0% |
| 10Y | +1,190.4% | +18.8% | +1,171.6% | +742.2% |
| All | +116.6% | +1,026.4% | -909.8% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling