+163.8%
CIEN vs VSXY
+184.3%
-20.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +3.6% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | -19.1% | -18.7% | -0.4% | -14.7% |
| 3M | -21.5% | -4.0% | -17.5% | -21.5% |
| 6M | +2.8% | +67.5% | -64.7% | -13.2% |
| YTD | +49.5% | +39.7% | +9.8% | +29.8% |
| 1Y | +163.8% | +180.0% | -16.2% | +71.9% |
| All | +163.8% | +184.3% | -20.5% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling