+53.3%
COP vs CIEN
+184.0%
-130.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.0% |
| 7D | -0.5% | -4.6% | +4.1% | -0.7% |
| 30D | +11.7% | -12.8% | +24.5% | +10.9% |
| 3M | +17.7% | -23.1% | +40.7% | +16.1% |
| 6M | +18.3% | +6.1% | +12.2% | +20.1% |
| YTD | +49.1% | +44.5% | +4.5% | +53.1% |
| 1Y | +53.3% | +176.6% | -123.3% | +41.0% |
| All | +53.3% | +184.0% | -130.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling