+1,206.6%
CIEN vs EXPD
+336.9%
+869.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -1.0% |
| 7D | +27.4% | +3.6% | +23.8% | +25.3% |
| 30D | -26.6% | +0.3% | -26.9% | -26.3% |
| 3M | -32.0% | +6.1% | -38.0% | -33.6% |
| 6M | -49.1% | +27.4% | -76.4% | -54.8% |
| YTD | +25.7% | +32.0% | -6.3% | +7.5% |
| 1Y | +40.3% | +40.5% | -0.2% | +16.3% |
| 3Y | +566.2% | +75.7% | +490.5% | +376.5% |
| 5Y | +378.7% | +61.7% | +317.0% | +250.2% |
| All | +1,206.6% | +336.9% | +869.7% | +361.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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