-1.5%
CIEN vs EXEL
+273.2%
-274.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -15.2% | +8.4% | -23.6% | -16.9% |
| 30D | -21.5% | +4.1% | -25.6% | -22.5% |
| 3M | -40.1% | +12.4% | -52.5% | -42.0% |
| 6M | -6.6% | +41.5% | -48.1% | -14.8% |
| YTD | +37.3% | +34.6% | +2.6% | +26.7% |
| 1Y | +174.5% | +57.9% | +116.7% | +143.0% |
| 3Y | +562.3% | +159.5% | +402.8% | +403.5% |
| 5Y | +463.9% | +198.5% | +265.5% | +306.0% |
| 10Y | +1,302.4% | +411.4% | +891.0% | +667.3% |
| All | -1.5% | +273.2% | -274.7% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling