+47.6%
ON vs CIEN
+49.1%
-1.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.3% | +7.4% | +1.3% |
| 7D | -5.8% | -25.0% | +19.2% | +3.5% |
| 30D | -17.1% | -30.1% | +13.0% | -7.8% |
| 3M | -11.8% | -33.8% | +22.0% | -0.9% |
| 6M | -30.2% | -49.4% | +19.3% | -15.2% |
| YTD | +31.6% | +16.4% | +15.2% | +34.5% |
| 1Y | +47.6% | +48.9% | -1.3% | +45.2% |
| All | +47.6% | +49.1% | -1.6% | +45.2% |
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 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