+520.6%
CIEN vs XYZ
-68.7%
+589.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +5.4% | -5.2% | +10.5% | +6.7% |
| 30D | -13.7% | 0.0% | -13.7% | -13.8% |
| 3M | -23.0% | +18.7% | -41.7% | -26.7% |
| 6M | -0.8% | +20.5% | -21.4% | -6.5% |
| YTD | +43.1% | +21.5% | +21.6% | +33.1% |
| 1Y | +157.6% | +7.2% | +150.4% | +146.8% |
| 3Y | +593.8% | +49.0% | +544.9% | +486.4% |
| 5Y | +520.6% | -68.1% | +588.7% | +501.0% |
| All | +520.6% | -68.7% | +589.3% | +501.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling