+1,431.9%
CIEN vs XPO
+1,517.7%
-85.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +5.4% | -1.3% | +6.7% | +5.7% |
| 30D | -13.7% | -10.4% | -3.3% | -10.6% |
| 3M | -23.0% | -15.7% | -7.3% | -19.0% |
| 6M | -0.8% | -6.3% | +5.5% | +1.0% |
| YTD | +43.1% | +34.2% | +8.9% | +31.0% |
| 1Y | +157.6% | +39.9% | +117.7% | +131.3% |
| 3Y | +593.8% | +155.2% | +438.6% | +412.1% |
| 5Y | +520.6% | +264.7% | +255.9% | +294.7% |
| All | +1,431.9% | +1,517.7% | -85.9% | +452.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling