+506.7%
CIEN vs VO
+43.2%
+463.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +7.1% |
| 7D | -5.3% | +0.6% | -5.9% | -6.3% |
| 30D | -17.2% | -1.1% | -16.2% | -15.9% |
| 3M | -26.9% | +4.5% | -31.4% | -30.9% |
| 6M | +16.0% | +11.1% | +5.0% | +2.3% |
| YTD | +45.9% | +13.5% | +32.4% | +25.1% |
| 1Y | +186.8% | +14.5% | +172.3% | +144.8% |
| 3Y | +607.8% | +58.1% | +549.7% | +332.0% |
| 5Y | +506.7% | +43.3% | +463.5% | +289.1% |
| All | +506.7% | +43.2% | +463.5% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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