+607.8%
CIEN vs XME
+136.1%
+471.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.4% |
| 7D | -5.3% | +3.6% | -8.9% | -7.9% |
| 30D | -17.2% | +3.6% | -20.9% | -19.6% |
| 3M | -26.9% | +1.2% | -28.1% | -27.8% |
| 6M | +16.0% | +9.0% | +7.0% | +8.9% |
| YTD | +45.9% | +15.9% | +30.0% | +30.3% |
| 1Y | +186.8% | +43.2% | +143.6% | +120.8% |
| 3Y | +607.8% | +137.4% | +470.4% | +266.7% |
| All | +607.8% | +136.1% | +471.6% | +266.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling