+1,990.2%
COP vs CIEN
+156.3%
+1,833.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.8% | -7.1% | +0.8% |
| 7D | +0.7% | +8.7% | -8.1% | -0.3% |
| 30D | +0.2% | -26.9% | +27.1% | +2.6% |
| 3M | +10.2% | -23.6% | +33.8% | +11.7% |
| 6M | +20.1% | -49.1% | +69.2% | +25.5% |
| YTD | +50.5% | +26.6% | +23.9% | +41.6% |
| 1Y | +56.8% | +42.7% | +14.1% | +45.3% |
| 3Y | +30.3% | +570.8% | -540.6% | +0.9% |
| 5Y | +126.8% | +386.4% | -259.6% | +79.0% |
| 10Y | +325.0% | +1,261.7% | -936.8% | +200.5% |
| All | +1,990.2% | +156.3% | +1,833.8% | +1,119.4% |
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