+502.9%
CIEN vs EXE
+188.3%
+314.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +5.4% | -2.2% | +7.6% | +5.8% |
| 30D | -13.7% | -0.8% | -12.9% | -13.6% |
| 3M | -23.0% | +10.0% | -33.1% | -24.6% |
| 6M | -0.8% | -6.3% | +5.5% | 0.0% |
| YTD | +43.1% | -10.7% | +53.7% | +44.9% |
| 1Y | +157.6% | +2.7% | +155.0% | +152.1% |
| 3Y | +593.8% | +19.1% | +574.7% | +561.7% |
| 5Y | +520.6% | +105.4% | +415.2% | +445.5% |
| All | +502.9% | +188.3% | +314.6% | +384.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling