+58.5%
ON vs CIEN
+514.2%
-455.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.3% | -10.8% | -7.2% |
| 7D | -2.2% | -5.3% | +3.1% | -0.5% |
| 30D | -12.4% | -17.2% | +4.8% | -6.1% |
| 3M | -41.2% | -26.9% | -14.3% | -33.7% |
| 6M | +25.0% | +16.0% | +9.0% | +13.0% |
| YTD | +31.3% | +45.9% | -14.7% | +4.2% |
| 1Y | +45.4% | +186.8% | -141.4% | -18.0% |
| 3Y | -27.4% | +607.8% | -635.2% | -78.3% |
| 5Y | +58.5% | +506.7% | -448.3% | -45.5% |
| All | +58.5% | +514.2% | -455.7% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling