+147.9%
CIEN vs SO
+2,476.2%
-2,328.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | -15.2% | -0.2% | -15.0% | -15.2% |
| 30D | -21.5% | -4.6% | -16.9% | -20.6% |
| 3M | -40.1% | -3.0% | -37.0% | -39.9% |
| 6M | -6.6% | -8.3% | +1.7% | -5.0% |
| YTD | +37.3% | +3.5% | +33.7% | +35.4% |
| 1Y | +174.5% | -0.9% | +175.5% | +173.2% |
| 3Y | +562.3% | +45.4% | +516.9% | +482.8% |
| 5Y | +463.9% | +59.6% | +404.3% | +379.8% |
| 10Y | +1,302.4% | +156.6% | +1,145.8% | +939.8% |
| All | +147.9% | +2,476.2% | -2,328.3% | +98.5% |
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