+984.1%
CIEN vs XME
+242.3%
+741.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -15.2% | -0.1% | -15.1% | -15.1% |
| 30D | -21.5% | +6.0% | -27.5% | -24.2% |
| 3M | -40.1% | -7.7% | -32.3% | -37.0% |
| 6M | -6.6% | +1.0% | -7.5% | -5.9% |
| YTD | +37.3% | +14.6% | +22.6% | +28.0% |
| 1Y | +174.5% | +46.0% | +128.6% | +123.4% |
| 3Y | +562.3% | +127.0% | +435.3% | +315.8% |
| 5Y | +463.9% | +175.8% | +288.1% | +200.8% |
| 10Y | +1,302.4% | +414.6% | +887.7% | +359.1% |
| All | +984.1% | +242.3% | +741.8% | +306.8% |
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 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