+506.7%
CIEN vs EXEL
+195.7%
+311.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +6.8% |
| 7D | -5.3% | +1.4% | -6.7% | -5.6% |
| 30D | -17.2% | +6.7% | -23.9% | -18.5% |
| 3M | -26.9% | +11.5% | -38.3% | -28.7% |
| 6M | +16.0% | +38.8% | -22.8% | +7.4% |
| YTD | +45.9% | +31.6% | +14.4% | +36.7% |
| 1Y | +186.8% | +53.0% | +133.8% | +160.3% |
| 3Y | +607.8% | +160.8% | +446.9% | +457.2% |
| 5Y | +506.7% | +190.1% | +316.6% | +342.6% |
| All | +506.7% | +195.7% | +311.0% | +342.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling