+1,460.5%
CIEN vs XME
+412.4%
+1,048.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.6% |
| 7D | -4.6% | -0.2% | -4.3% | -4.4% |
| 30D | -12.8% | +1.4% | -14.2% | -13.4% |
| 3M | -23.1% | +2.7% | -25.8% | -24.1% |
| 6M | +6.1% | +6.5% | -0.4% | +3.6% |
| YTD | +44.5% | +15.2% | +29.3% | +35.6% |
| 1Y | +176.6% | +43.5% | +133.1% | +133.6% |
| 3Y | +601.0% | +135.9% | +465.1% | +364.2% |
| 5Y | +509.1% | +181.5% | +327.7% | +260.5% |
| 10Y | +1,460.5% | +436.9% | +1,023.6% | +489.8% |
| All | +1,460.5% | +412.4% | +1,048.1% | +489.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling