+430.7%
CIEN vs VO
+822.3%
-391.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +7.9% | +7.0% |
| 7D | -5.3% | -0.1% | -5.1% | -4.4% |
| 30D | -40.1% | +0.5% | -40.6% | -39.9% |
| 3M | -34.7% | -1.0% | -33.7% | -32.9% |
| 6M | -50.9% | +6.4% | -57.3% | -53.9% |
| YTD | +15.2% | +13.6% | +1.6% | +0.2% |
| 1Y | +35.2% | +14.5% | +20.7% | +16.9% |
| 3Y | +522.6% | +67.2% | +455.4% | +240.8% |
| 5Y | +344.2% | +36.1% | +308.1% | +215.3% |
| 10Y | +1,188.7% | +199.3% | +989.3% | +202.4% |
| All | +430.7% | +822.3% | -391.6% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling