+110.1%
CIEN vs SO
+2,638.2%
-2,528.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -9.3% | -0.1% | -9.2% | -9.3% |
| 30D | -39.5% | +8.7% | -48.2% | -40.9% |
| 3M | -29.8% | +3.4% | -33.2% | -30.6% |
| 6M | -50.4% | +3.7% | -54.1% | -51.1% |
| YTD | +16.3% | +10.0% | +6.3% | +12.7% |
| 1Y | +30.4% | +6.6% | +23.8% | +27.3% |
| 3Y | +516.6% | +52.5% | +464.1% | +435.4% |
| 5Y | +349.8% | +76.1% | +273.7% | +272.1% |
| 10Y | +1,184.7% | +194.9% | +989.8% | +819.8% |
| All | +110.1% | +2,638.2% | -2,528.0% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling