+1,146.8%
CIEN vs EXPE
+123.5%
+1,023.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.3% |
| 7D | +15.3% | -0.5% | +15.8% | +15.4% |
| 30D | -22.0% | -6.1% | -15.9% | -21.5% |
| 3M | -36.6% | -21.3% | -15.3% | -34.1% |
| 6M | -51.5% | +19.0% | -70.5% | -54.7% |
| YTD | +20.0% | -8.4% | +28.4% | +16.9% |
| 1Y | +44.5% | -2.8% | +47.2% | +38.5% |
| 3Y | +539.0% | +120.8% | +418.3% | +381.1% |
| 5Y | +356.8% | +46.2% | +310.6% | +264.2% |
| All | +1,146.8% | +123.5% | +1,023.3% | +696.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling