+609.9%
CIEN vs XPO
+10,316.6%
-9,706.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | +0.3% |
| 7D | -15.2% | +2.4% | -17.6% | -15.5% |
| 30D | -21.5% | -3.5% | -17.9% | -20.8% |
| 3M | -40.1% | -11.9% | -28.1% | -38.6% |
| 6M | -6.6% | -10.0% | +3.4% | -4.7% |
| YTD | +37.3% | +42.1% | -4.8% | +28.6% |
| 1Y | +174.5% | +47.6% | +127.0% | +154.4% |
| 3Y | +562.3% | +153.6% | +408.7% | +450.2% |
| 5Y | +463.9% | +266.5% | +197.4% | +329.0% |
| 10Y | +1,302.4% | +1,460.4% | -158.1% | +723.4% |
| All | +609.9% | +10,316.6% | -9,706.7% | +213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling