+355.8%
CIEN vs XME
+108.0%
+247.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.5% |
| 7D | +15.3% | +0.3% | +15.0% | +15.3% |
| 30D | -22.0% | -6.1% | -15.9% | -17.6% |
| 3M | -36.6% | -18.6% | -18.0% | -26.2% |
| 6M | -51.5% | -23.9% | -27.6% | -41.0% |
| YTD | +20.0% | -9.3% | +29.3% | +31.9% |
| 1Y | +44.5% | +1.8% | +42.7% | +49.4% |
| 3Y | +539.0% | +93.0% | +446.0% | +367.9% |
| All | +355.8% | +108.0% | +247.8% | +233.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling