+174.5%
CIEN vs EXC
+2.6%
+172.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +0.4% |
| 7D | -15.2% | -0.7% | -14.5% | -15.3% |
| 30D | -21.5% | -4.6% | -16.9% | -22.7% |
| 3M | -40.1% | -2.2% | -37.9% | -40.6% |
| 6M | -6.6% | -10.6% | +4.0% | -9.3% |
| YTD | +37.3% | +1.9% | +35.3% | +37.8% |
| 1Y | +174.5% | +3.4% | +171.1% | +178.9% |
| All | +174.5% | +2.6% | +172.0% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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