+186.8%
CIEN vs SO
+0.5%
+186.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.6% |
| 7D | -5.3% | +1.0% | -6.3% | -5.0% |
| 30D | -17.2% | -3.2% | -14.0% | -17.9% |
| 3M | -26.9% | -1.7% | -25.2% | -27.9% |
| 6M | +16.0% | -7.2% | +23.2% | +13.3% |
| YTD | +45.9% | +4.6% | +41.4% | +51.1% |
| 1Y | +186.8% | +1.2% | +185.6% | +182.8% |
| All | +186.8% | +0.5% | +186.3% | +182.8% |
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