+1,146.8%
CIEN vs XPO
+1,266.4%
-119.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -5.2% |
| 7D | +15.3% | +9.0% | +6.3% | +12.4% |
| 30D | -22.0% | +4.2% | -26.2% | -22.8% |
| 3M | -36.6% | -8.7% | -28.0% | -34.8% |
| 6M | -51.5% | -2.8% | -48.7% | -51.1% |
| YTD | +20.0% | +41.9% | -21.9% | +8.2% |
| 1Y | +44.5% | +42.3% | +2.1% | +29.7% |
| 3Y | +539.0% | +127.3% | +411.8% | +389.3% |
| 5Y | +356.8% | +306.4% | +50.4% | +184.3% |
| All | +1,146.8% | +1,266.4% | -119.6% | +366.2% |
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