+539.0%
CIEN vs EXC
+31.9%
+507.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -5.9% | -4.1% |
| 7D | +15.3% | +1.4% | +13.9% | +15.9% |
| 30D | -22.0% | +8.6% | -30.6% | -19.6% |
| 3M | -36.6% | +2.4% | -39.0% | -35.8% |
| 6M | -51.5% | +6.5% | -57.9% | -50.3% |
| YTD | +20.0% | +9.0% | +10.9% | +23.8% |
| 1Y | +44.5% | +4.6% | +39.9% | +47.9% |
| 3Y | +539.0% | +33.5% | +505.6% | +563.8% |
| All | +539.0% | +31.9% | +507.2% | +563.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling