+304.6%
CIEN vs EXR
-0.3%
+304.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.0% | +5.6% |
| 7D | -24.1% | +5.2% | -29.3% | -25.2% |
| 30D | -45.5% | +20.9% | -66.4% | -48.4% |
| 3M | -39.7% | +7.7% | -47.4% | -41.1% |
| 6M | -57.8% | +13.2% | -71.0% | -59.7% |
| YTD | +4.1% | +26.5% | -22.4% | -4.0% |
| 1Y | +20.8% | +27.2% | -6.4% | +11.1% |
| 3Y | +463.1% | +71.5% | +391.6% | +351.2% |
| All | +304.6% | -0.3% | +304.9% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 5y: compounded portfolio wealth divided by compounded EXR 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…
5y analysis · Full analysis span regression · 6 months rolling