+1,460.5%
CIEN vs EXEL
+378.5%
+1,082.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -4.6% | -0.3% | -4.2% | -4.6% |
| 30D | -12.8% | +10.1% | -23.0% | -14.6% |
| 3M | -23.1% | +10.1% | -33.1% | -24.7% |
| 6M | +6.1% | +37.7% | -31.6% | -0.9% |
| YTD | +44.5% | +33.1% | +11.4% | +35.9% |
| 1Y | +176.6% | +52.4% | +124.2% | +153.0% |
| 3Y | +601.0% | +163.8% | +437.1% | +464.1% |
| 5Y | +509.1% | +198.5% | +310.6% | +371.2% |
| 10Y | +1,460.5% | +386.9% | +1,073.6% | +967.1% |
| All | +1,460.5% | +378.5% | +1,082.0% | +967.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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