+478.5%
CIEN vs EXE
+191.4%
+287.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -15.2% | -0.3% | -14.9% | -15.2% |
| 30D | -21.5% | +8.5% | -29.9% | -22.8% |
| 3M | -40.1% | +5.5% | -45.5% | -40.8% |
| 6M | -6.6% | -5.9% | -0.7% | -5.9% |
| YTD | +37.3% | -9.7% | +47.0% | +38.8% |
| 1Y | +174.5% | +3.6% | +171.0% | +168.4% |
| 3Y | +562.3% | +18.0% | +544.2% | +532.3% |
| 5Y | +463.9% | +109.4% | +354.5% | +394.1% |
| All | +478.5% | +191.4% | +287.1% | +364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling