+48.9%
CIEN vs XYZ
+19.9%
+29.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +15.3% | -24.6% | -9.7% |
| 7D | -25.0% | +16.5% | -41.6% | -25.5% |
| 30D | -30.1% | +15.0% | -45.1% | -30.4% |
| 3M | -33.8% | +3.5% | -37.3% | -33.6% |
| 6M | -49.4% | +21.9% | -71.3% | -50.2% |
| YTD | +16.4% | +34.6% | -18.2% | +13.2% |
| 1Y | +48.9% | +20.7% | +28.1% | +49.5% |
| All | +48.9% | +19.9% | +29.0% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling