+509.1%
CIEN vs XPO
+262.4%
+246.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.1% |
| 7D | -4.6% | -0.9% | -3.6% | -4.3% |
| 30D | -12.8% | -8.1% | -4.7% | -10.0% |
| 3M | -23.1% | -19.0% | -4.0% | -17.4% |
| 6M | +6.1% | -5.2% | +11.3% | +7.9% |
| YTD | +44.5% | +35.6% | +9.0% | +30.1% |
| 1Y | +176.6% | +41.1% | +135.5% | +143.6% |
| 3Y | +601.0% | +157.9% | +443.0% | +391.0% |
| 5Y | +509.1% | +265.6% | +243.5% | +248.7% |
| All | +509.1% | +262.4% | +246.7% | +248.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling