+174.5%
CIEN vs EXPE
+40.7%
+133.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +0.9% |
| 7D | -15.2% | -9.5% | -5.6% | -16.4% |
| 30D | -21.5% | -6.6% | -14.9% | -22.1% |
| 3M | -40.1% | +31.4% | -71.5% | -38.5% |
| 6M | -6.6% | +35.2% | -41.8% | -4.3% |
| YTD | +37.3% | +5.8% | +31.5% | +46.5% |
| 1Y | +174.5% | +38.7% | +135.9% | +184.8% |
| All | +174.5% | +40.7% | +133.9% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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