+506.7%
CIEN vs EXC
+48.6%
+458.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.3% |
| 7D | -5.3% | +1.2% | -6.5% | -5.4% |
| 30D | -17.2% | -2.7% | -14.5% | -17.1% |
| 3M | -26.9% | -1.0% | -25.9% | -27.0% |
| 6M | +16.0% | -9.3% | +25.3% | +16.7% |
| YTD | +45.9% | +3.6% | +42.3% | +44.6% |
| 1Y | +186.8% | +5.9% | +180.9% | +183.0% |
| 3Y | +607.8% | +21.3% | +586.5% | +568.3% |
| 5Y | +506.7% | +46.2% | +460.6% | +438.7% |
| All | +506.7% | +48.6% | +458.1% | +438.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling