+1,500.5%
CIEN vs XYZ
+610.4%
+890.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +8.9% | -4.3% | +13.2% | +10.0% |
| 30D | -19.1% | +1.2% | -20.3% | -19.4% |
| 3M | -21.5% | +14.6% | -36.1% | -24.5% |
| 6M | +2.8% | +22.6% | -19.7% | -3.3% |
| YTD | +49.5% | +21.7% | +27.8% | +39.4% |
| 1Y | +163.8% | +6.7% | +157.1% | +153.2% |
| 3Y | +615.8% | +46.8% | +569.0% | +511.0% |
| 5Y | +548.4% | -68.0% | +616.4% | +611.5% |
| All | +1,500.5% | +610.4% | +890.1% | +728.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling