+174.5%
CIEN vs SO
-1.3%
+175.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +0.9% |
| 7D | -15.2% | -0.2% | -15.0% | -15.2% |
| 30D | -21.5% | -4.6% | -16.9% | -22.4% |
| 3M | -40.1% | -3.0% | -37.0% | -41.0% |
| 6M | -6.6% | -8.3% | +1.7% | -9.0% |
| YTD | +37.3% | +3.5% | +33.7% | +41.8% |
| 1Y | +174.5% | -0.9% | +175.5% | +169.6% |
| All | +174.5% | -1.3% | +175.9% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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