+174.5%
CIEN vs XPO
+53.4%
+121.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | -0.6% |
| 7D | -15.2% | +2.4% | -17.6% | -15.9% |
| 30D | -21.5% | -3.5% | -17.9% | -20.1% |
| 3M | -40.1% | -11.9% | -28.1% | -37.5% |
| 6M | -6.6% | -10.0% | +3.4% | -4.6% |
| YTD | +37.3% | +42.1% | -4.8% | +31.4% |
| 1Y | +174.5% | +47.6% | +127.0% | +165.8% |
| All | +174.5% | +53.4% | +121.1% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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