+847.5%
CIEN vs XME
+170.7%
+676.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.6% |
| 7D | +15.3% | +0.3% | +15.0% | +15.3% |
| 30D | -22.0% | -6.1% | -15.9% | -18.1% |
| 3M | -36.6% | -18.6% | -18.0% | -27.3% |
| 6M | -51.5% | -23.9% | -27.6% | -42.0% |
| YTD | +20.0% | -9.3% | +29.3% | +30.3% |
| 1Y | +44.5% | +1.8% | +42.7% | +47.4% |
| 3Y | +539.0% | +93.0% | +446.0% | +348.9% |
| 5Y | +356.8% | +107.0% | +249.8% | +194.9% |
| 10Y | +1,190.4% | +266.9% | +923.5% | +427.9% |
| All | +847.5% | +170.7% | +676.7% | +314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling