+24.9%
COP vs CIEN
+593.4%
-568.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +1.0% | +5.4% | -4.4% | +0.8% |
| 30D | +9.6% | -13.7% | +23.2% | +9.8% |
| 3M | +15.0% | -23.0% | +38.1% | +15.5% |
| 6M | +21.8% | -0.8% | +22.6% | +19.3% |
| YTD | +49.6% | +43.1% | +6.6% | +41.3% |
| 1Y | +49.9% | +157.6% | -107.8% | +31.2% |
| All | +24.9% | +593.4% | -568.5% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling