+477.0%
CIEN vs EXPD
+61.6%
+415.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -15.2% | -1.1% | -14.0% | -14.8% |
| 30D | -21.5% | +4.1% | -25.6% | -22.5% |
| 3M | -40.1% | +17.9% | -58.0% | -43.7% |
| 6M | -6.6% | +29.2% | -35.8% | -15.9% |
| YTD | +37.3% | +27.4% | +9.9% | +22.9% |
| 1Y | +174.5% | +56.8% | +117.7% | +123.2% |
| 3Y | +562.3% | +68.0% | +494.2% | +412.9% |
| All | +477.0% | +61.6% | +415.5% | +319.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling