+108.0%
CIEN vs SO
+2,635.8%
-2,527.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.3% | +10.3% |
| 7D | -5.3% | -1.1% | -4.2% | -5.0% |
| 30D | -40.1% | +8.6% | -48.7% | -41.5% |
| 3M | -34.7% | +1.8% | -36.5% | -35.2% |
| 6M | -50.9% | +3.6% | -54.5% | -51.6% |
| YTD | +15.2% | +9.9% | +5.2% | +11.6% |
| 1Y | +35.2% | +5.7% | +29.5% | +32.2% |
| 3Y | +522.6% | +52.5% | +470.1% | +440.6% |
| 5Y | +344.2% | +77.3% | +266.9% | +266.7% |
| 10Y | +1,188.7% | +186.8% | +1,001.9% | +828.3% |
| All | +108.0% | +2,635.8% | -2,527.8% | +63.6% |
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