+48.9%
CIEN vs SO
+3.3%
+45.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -9.6% |
| 7D | -25.0% | +1.7% | -26.8% | -24.5% |
| 30D | -30.1% | +11.1% | -41.3% | -28.5% |
| 3M | -33.8% | +0.7% | -34.5% | -33.7% |
| 6M | -49.4% | -1.4% | -48.1% | -49.6% |
| YTD | +16.4% | +9.4% | +7.0% | +21.3% |
| 1Y | +48.9% | +3.7% | +45.1% | +58.1% |
| All | +48.9% | +3.3% | +45.6% | +58.1% |
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