+1,955.7%
COP vs CIEN
+135.6%
+1,820.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -6.1% | -9.3% | +3.2% | -5.4% |
| 30D | +1.1% | -39.5% | +40.6% | +5.4% |
| 3M | +10.9% | -29.8% | +40.8% | +13.3% |
| 6M | +20.8% | -50.4% | +71.1% | +26.5% |
| YTD | +48.0% | +16.3% | +31.7% | +40.4% |
| 1Y | +58.5% | +30.4% | +28.2% | +48.1% |
| 3Y | +28.1% | +516.6% | -488.5% | 0.0% |
| 5Y | +120.5% | +349.8% | -229.3% | +75.3% |
| 10Y | +310.1% | +1,184.7% | -874.6% | +191.8% |
| All | +1,955.7% | +135.6% | +1,820.2% | +1,109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling