+928.2%
CIEN vs USO
-74.0%
+1,002.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -15.2% | +9.5% | -24.6% | -17.0% |
| 30D | -21.5% | +23.6% | -45.1% | -25.5% |
| 3M | -40.1% | +3.8% | -43.9% | -41.2% |
| 6M | -6.6% | +55.0% | -61.6% | -19.6% |
| YTD | +37.3% | +105.3% | -68.0% | +9.0% |
| 1Y | +174.5% | +91.4% | +83.2% | +121.6% |
| 3Y | +562.3% | +84.6% | +477.7% | +427.7% |
| 5Y | +463.9% | +191.7% | +272.2% | +274.1% |
| 10Y | +1,302.4% | +73.3% | +1,229.1% | +873.5% |
| All | +928.2% | -74.0% | +1,002.2% | +1,123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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