+44.5%
CIEN vs EXPD
+40.4%
+4.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.1% | -4.5% |
| 7D | +15.3% | +5.5% | +9.7% | +13.7% |
| 30D | -22.0% | -0.8% | -21.2% | -21.6% |
| 3M | -36.6% | +4.1% | -40.8% | -36.8% |
| 6M | -51.5% | +25.7% | -77.1% | -52.3% |
| YTD | +20.0% | +31.4% | -11.4% | +9.4% |
| 1Y | +44.5% | +42.2% | +2.3% | +26.2% |
| All | +44.5% | +40.4% | +4.0% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling