+163.8%
CIEN vs XYZ
+7.1%
+156.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.5% |
| 7D | +8.9% | -4.3% | +13.2% | +9.4% |
| 30D | -19.1% | +1.2% | -20.3% | -19.2% |
| 3M | -21.5% | +14.6% | -36.1% | -23.3% |
| 6M | +2.8% | +22.6% | -19.7% | -1.3% |
| YTD | +49.5% | +21.7% | +27.8% | +44.2% |
| 1Y | +163.8% | +6.7% | +157.1% | +171.4% |
| All | +163.8% | +7.1% | +156.7% | +171.4% |
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