+87.9%
CIEN vs EXPD
+7,835.7%
-7,747.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.7% | +6.7% |
| 7D | -24.1% | -7.2% | -17.0% | -20.7% |
| 30D | -45.5% | -3.3% | -42.2% | -44.4% |
| 3M | -39.7% | +3.4% | -43.1% | -40.6% |
| 6M | -57.8% | +22.7% | -80.5% | -62.4% |
| YTD | +4.1% | +24.5% | -20.5% | -9.8% |
| 1Y | +20.8% | +38.6% | -17.8% | -1.1% |
| 3Y | +463.1% | +71.5% | +391.6% | +299.8% |
| 5Y | +302.3% | +56.2% | +246.0% | +193.6% |
| 10Y | +1,164.4% | +310.5% | +853.9% | +428.1% |
| All | +87.9% | +7,835.7% | -7,747.8% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling