+174.5%
CIEN vs XYZ
+9.3%
+165.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -15.2% | -1.0% | -14.2% | -15.1% |
| 30D | -21.5% | -1.7% | -19.8% | -21.4% |
| 3M | -40.1% | +16.7% | -56.8% | -41.4% |
| 6M | -6.6% | +26.9% | -33.4% | -10.6% |
| YTD | +37.3% | +27.1% | +10.1% | +32.0% |
| 1Y | +174.5% | +9.3% | +165.3% | +184.5% |
| All | +174.5% | +9.3% | +165.3% | +184.5% |
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