+516.6%
CIEN vs EXPD
+71.7%
+444.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -9.3% | -7.4% | -1.9% | -6.8% |
| 30D | -39.5% | -2.1% | -37.4% | -38.8% |
| 3M | -29.8% | +5.7% | -35.5% | -30.6% |
| 6M | -50.4% | +21.4% | -71.7% | -53.0% |
| YTD | +16.3% | +27.6% | -11.3% | +6.8% |
| 1Y | +30.4% | +36.1% | -5.8% | +16.8% |
| 3Y | +516.6% | +69.9% | +446.7% | +362.2% |
| All | +516.6% | +71.7% | +444.9% | +362.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling