+1,947.2%
CIEN vs EXPE
+851.4%
+1,095.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | -15.2% | -9.5% | -5.6% | -12.5% |
| 30D | -21.5% | -6.6% | -14.9% | -20.1% |
| 3M | -40.1% | +31.4% | -71.5% | -46.0% |
| 6M | -6.6% | +35.2% | -41.8% | -18.4% |
| YTD | +37.3% | +5.8% | +31.5% | +28.1% |
| 1Y | +174.5% | +38.7% | +135.9% | +131.9% |
| 3Y | +562.3% | +175.8% | +386.5% | +327.9% |
| 5Y | +463.9% | +111.8% | +352.1% | +275.0% |
| 10Y | +1,302.4% | +179.7% | +1,122.6% | +627.7% |
| All | +1,947.2% | +851.4% | +1,095.8% | +332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling