+592.2%
CIEN vs EXE
+17.8%
+574.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -4.6% | -2.7% | -1.8% | -4.0% |
| 30D | -12.8% | -0.4% | -12.5% | -12.9% |
| 3M | -23.1% | +9.5% | -32.6% | -25.2% |
| 6M | +6.1% | -9.3% | +15.5% | +8.8% |
| YTD | +44.5% | -10.9% | +55.4% | +47.9% |
| 1Y | +176.6% | +4.3% | +172.3% | +161.9% |
| All | +592.2% | +17.8% | +574.4% | +526.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling