+585.2%
CIEN vs VSXY
+339.2%
+246.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.2% |
| 7D | +5.4% | -0.3% | +5.7% | +5.5% |
| 30D | -13.7% | -22.1% | +8.4% | -7.8% |
| 3M | -23.0% | -1.1% | -21.9% | -23.6% |
| 6M | -0.8% | +53.8% | -54.7% | -14.8% |
| YTD | +43.1% | +35.5% | +7.6% | +25.9% |
| 1Y | +157.6% | +186.0% | -28.4% | +81.5% |
| All | +585.2% | +339.2% | +246.0% | +329.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling