+1,460.5%
CIEN vs EXPE
+153.6%
+1,306.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -4.6% | -11.5% | +6.9% | -2.2% |
| 30D | -12.8% | -13.1% | +0.2% | -10.5% |
| 3M | -23.1% | +18.1% | -41.2% | -27.1% |
| 6M | +6.1% | +13.3% | -7.2% | +0.8% |
| YTD | +44.5% | -3.2% | +47.8% | +40.5% |
| 1Y | +176.6% | +26.1% | +150.5% | +149.0% |
| 3Y | +601.0% | +151.7% | +449.2% | +415.8% |
| 5Y | +509.1% | +88.3% | +420.8% | +362.3% |
| 10Y | +1,460.5% | +158.0% | +1,302.5% | +916.8% |
| All | +1,460.5% | +153.6% | +1,306.9% | +916.8% |
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 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