+572.1%
ON vs CIEN
+1,461.9%
-889.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -4.7% | +5.4% | -10.1% | -7.2% |
| 30D | -13.5% | -13.7% | +0.2% | -8.8% |
| 3M | -36.3% | -23.0% | -13.3% | -29.6% |
| 6M | +17.8% | -0.8% | +18.6% | +13.6% |
| YTD | +29.6% | +43.1% | -13.5% | +2.8% |
| 1Y | +45.8% | +157.6% | -111.8% | -14.1% |
| 3Y | -28.3% | +593.8% | -622.2% | -76.9% |
| 5Y | +49.6% | +520.6% | -470.9% | -49.4% |
| All | +572.1% | +1,461.9% | -889.8% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling