+1,069.9%
CIEN vs XYZ
+655.2%
+414.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.2% |
| 7D | +15.3% | -1.1% | +16.3% | +15.5% |
| 30D | -22.0% | +11.5% | -33.5% | -24.4% |
| 3M | -36.6% | +1.8% | -38.4% | -37.3% |
| 6M | -51.5% | +21.2% | -72.7% | -54.2% |
| YTD | +20.0% | +29.9% | -10.0% | +9.9% |
| 1Y | +44.5% | +35.8% | +8.7% | +30.7% |
| 3Y | +539.0% | +62.6% | +476.5% | +435.9% |
| 5Y | +356.8% | -62.8% | +419.6% | +381.1% |
| 10Y | +1,190.4% | +612.0% | +578.5% | +629.1% |
| All | +1,069.9% | +655.2% | +414.7% | +489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling