+598.9%
CIEN vs XPO
+161.8%
+437.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.9% |
| 7D | -5.3% | +2.7% | -8.0% | -6.2% |
| 30D | -17.2% | -6.2% | -11.1% | -15.1% |
| 3M | -26.9% | -15.4% | -11.5% | -22.5% |
| 6M | +16.0% | +0.7% | +15.3% | +15.7% |
| YTD | +45.9% | +39.8% | +6.1% | +29.9% |
| 1Y | +186.8% | +43.3% | +143.5% | +150.9% |
| All | +598.9% | +161.8% | +437.1% | +424.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling