+477.0%
CIEN vs SO
+58.2%
+418.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.1% |
| 7D | -15.2% | -0.2% | -15.0% | -15.2% |
| 30D | -21.5% | -4.6% | -16.9% | -21.5% |
| 3M | -40.1% | -3.0% | -37.0% | -40.2% |
| 6M | -6.6% | -8.3% | +1.7% | -6.6% |
| YTD | +37.3% | +3.5% | +33.7% | +36.8% |
| 1Y | +174.5% | -0.9% | +175.5% | +173.8% |
| 3Y | +562.3% | +45.4% | +516.9% | +497.8% |
| All | +477.0% | +58.2% | +418.8% | +417.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling