+405.0%
CIEN vs VSXY
+93.0%
+312.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.0% | -4.9% |
| 7D | +15.3% | -1.7% | +17.0% | +15.8% |
| 30D | -22.0% | +20.1% | -42.1% | -25.5% |
| 3M | -36.6% | +16.6% | -53.2% | -39.5% |
| 6M | -51.5% | +134.9% | -186.4% | -62.1% |
| YTD | +20.0% | +96.0% | -76.0% | -3.0% |
| 1Y | +44.5% | +203.8% | -159.3% | +4.1% |
| 3Y | +539.0% | +465.3% | +73.7% | +277.2% |
| 5Y | +356.8% | +106.3% | +250.5% | +212.9% |
| All | +405.0% | +93.0% | +312.0% | +242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling