+607.8%
CIEN vs EXPE
+162.6%
+445.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -7.9% | +14.2% | +7.4% |
| 7D | -5.3% | -9.8% | +4.5% | -4.0% |
| 30D | -17.2% | -11.5% | -5.7% | -16.1% |
| 3M | -26.9% | +21.7% | -48.6% | -30.7% |
| 6M | +16.0% | +10.4% | +5.6% | +11.5% |
| YTD | +45.9% | -2.5% | +48.5% | +44.1% |
| 1Y | +186.8% | +27.3% | +159.5% | +158.0% |
| 3Y | +607.8% | +153.5% | +454.3% | +426.3% |
| All | +607.8% | +162.6% | +445.2% | +426.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling