+147.9%
CIEN vs EXC
+1,524.5%
-1,376.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | -15.2% | +0.3% | -15.5% | -15.3% |
| 30D | -21.5% | -3.7% | -17.8% | -20.5% |
| 3M | -40.1% | -1.3% | -38.8% | -40.2% |
| 6M | -6.6% | -9.7% | +3.1% | -4.2% |
| YTD | +37.3% | +2.9% | +34.4% | +34.5% |
| 1Y | +174.5% | +4.4% | +170.2% | +167.0% |
| 3Y | +562.3% | +22.2% | +540.1% | +494.0% |
| 5Y | +463.9% | +46.7% | +417.2% | +369.1% |
| 10Y | +1,302.4% | +155.3% | +1,147.0% | +838.2% |
| All | +147.9% | +1,524.5% | -1,376.6% | +26.6% |
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