+1,617.7%
CIEN vs EXPE
+727.3%
+890.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | -5.3% | -13.3% | +8.0% | -1.5% |
| 30D | -40.1% | -5.5% | -34.6% | -39.8% |
| 3M | -34.7% | -16.5% | -18.2% | -32.4% |
| 6M | -50.9% | +13.1% | -64.0% | -54.6% |
| YTD | +15.2% | -8.0% | +23.2% | +10.2% |
| 1Y | +35.2% | +1.1% | +34.1% | +25.4% |
| 3Y | +522.6% | +131.2% | +391.4% | +321.0% |
| 5Y | +344.2% | +39.8% | +304.5% | +236.1% |
| 10Y | +1,188.7% | +118.5% | +1,070.2% | +617.5% |
| All | +1,617.7% | +727.3% | +890.3% | +272.2% |
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