+514.4%
CIEN vs VSXY
+42.7%
+471.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.9% | +2.5% | +5.4% |
| 7D | -5.3% | -6.8% | +1.5% | -3.5% |
| 30D | -17.2% | -20.4% | +3.1% | -12.6% |
| 3M | -26.9% | +2.9% | -29.8% | -28.0% |
| 6M | +16.0% | +67.9% | -51.9% | -0.8% |
| YTD | +45.9% | +44.9% | +1.1% | +28.2% |
| 1Y | +186.8% | +205.9% | -19.1% | +107.6% |
| 3Y | +607.8% | +373.9% | +233.9% | +339.6% |
| 5Y | +506.7% | +23.5% | +483.3% | +353.2% |
| All | +514.4% | +42.7% | +471.7% | +353.1% |
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 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