-49.1%
CIEN vs VO
+6.6%
-55.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +2.0% |
| 7D | +27.4% | +2.9% | +24.4% | +17.4% |
| 30D | -26.6% | +1.0% | -27.6% | -27.3% |
| 3M | -32.0% | -1.7% | -30.2% | -27.6% |
| 6M | -49.1% | +6.7% | -55.8% | -54.8% |
| All | -49.1% | +6.6% | -55.6% | -54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling