+463.1%
CIEN vs SO
+45.4%
+417.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.5% | +5.0% |
| 7D | -24.1% | -1.5% | -22.6% | -24.5% |
| 30D | -45.5% | +8.1% | -53.6% | -43.8% |
| 3M | -39.7% | +0.2% | -39.9% | -39.5% |
| 6M | -57.8% | +0.4% | -58.2% | -57.6% |
| YTD | +4.1% | +8.5% | -4.4% | +8.1% |
| 1Y | +20.8% | +4.9% | +15.9% | +24.0% |
| 3Y | +463.1% | +47.9% | +415.2% | +503.1% |
| All | +463.1% | +45.4% | +417.7% | +503.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling