+176.6%
CIEN vs XME
+42.3%
+134.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.4% |
| 7D | -4.6% | -0.2% | -4.3% | -4.2% |
| 30D | -12.8% | +1.4% | -14.2% | -13.9% |
| 3M | -23.1% | +2.7% | -25.8% | -25.6% |
| 6M | +6.1% | +6.5% | -0.4% | -0.3% |
| YTD | +44.5% | +15.2% | +29.3% | +24.7% |
| 1Y | +176.6% | +43.5% | +133.1% | +90.7% |
| All | +176.6% | +42.3% | +134.4% | +90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling