+1,460.5%
CIEN vs SO
+155.9%
+1,304.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -12.8% | -2.5% | -10.3% | -12.2% |
| 3M | -23.1% | -4.2% | -18.9% | -22.5% |
| 6M | +6.1% | -7.7% | +13.8% | +7.9% |
| YTD | +44.5% | +3.8% | +40.7% | +42.1% |
| 1Y | +176.6% | +0.1% | +176.6% | +174.1% |
| 3Y | +601.0% | +44.2% | +556.7% | +494.1% |
| 5Y | +509.1% | +57.9% | +451.3% | +391.5% |
| 10Y | +1,460.5% | +162.0% | +1,298.5% | +1,010.1% |
| All | +1,460.5% | +155.9% | +1,304.6% | +1,010.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling