+1,146.8%
CIEN vs SO
+197.2%
+949.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.9% |
| 7D | +15.3% | +1.4% | +13.9% | +14.9% |
| 30D | -22.0% | +4.7% | -26.7% | -23.1% |
| 3M | -36.6% | +1.7% | -38.3% | -37.1% |
| 6M | -51.5% | +2.2% | -53.6% | -52.1% |
| YTD | +20.0% | +10.0% | +10.0% | +15.8% |
| 1Y | +44.5% | +6.0% | +38.4% | +40.8% |
| 3Y | +539.0% | +54.1% | +484.9% | +429.7% |
| 5Y | +356.8% | +79.6% | +277.2% | +250.7% |
| All | +1,146.8% | +197.2% | +949.7% | +760.3% |
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