+87.9%
CIEN vs EXC
+1,598.2%
-1,510.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.4% | +6.1% |
| 7D | -24.1% | -1.2% | -22.9% | -24.0% |
| 30D | -45.5% | +10.0% | -55.4% | -47.5% |
| 3M | -39.7% | +1.6% | -41.3% | -40.4% |
| 6M | -57.8% | +3.3% | -61.1% | -58.7% |
| YTD | +4.1% | +7.6% | -3.5% | 0.0% |
| 1Y | +20.8% | +3.5% | +17.3% | +17.5% |
| 3Y | +463.1% | +27.7% | +435.5% | +395.9% |
| 5Y | +302.3% | +41.1% | +261.2% | +238.2% |
| 10Y | +1,164.4% | +178.2% | +986.2% | +718.6% |
| All | +87.9% | +1,598.2% | -1,510.3% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling