+1,898.3%
CIEN vs EXR
+3,094.9%
-1,196.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.0% | +5.7% |
| 7D | -24.1% | +5.2% | -29.3% | -26.2% |
| 30D | -45.5% | +20.9% | -66.4% | -50.7% |
| 3M | -39.7% | +7.7% | -47.4% | -42.3% |
| 6M | -57.8% | +13.2% | -71.0% | -61.1% |
| YTD | +4.1% | +26.5% | -22.4% | -9.2% |
| 1Y | +20.8% | +27.2% | -6.4% | +4.9% |
| 3Y | +463.1% | +71.5% | +391.6% | +301.2% |
| 5Y | +302.3% | +0.4% | +301.9% | +263.9% |
| 10Y | +1,164.4% | +225.2% | +939.2% | +447.6% |
| All | +1,898.3% | +3,094.9% | -1,196.6% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling