+1,323.2%
CIEN vs XYZ
+615.2%
+708.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.5% | +7.1% |
| 7D | -5.3% | +2.9% | -8.1% | -6.0% |
| 30D | -17.2% | +1.4% | -18.6% | -17.6% |
| 3M | -26.9% | +14.6% | -41.4% | -29.5% |
| 6M | +16.0% | +20.8% | -4.7% | +9.7% |
| YTD | +45.9% | +23.1% | +22.9% | +36.1% |
| 1Y | +186.8% | +5.6% | +181.2% | +176.3% |
| 3Y | +607.8% | +50.9% | +556.9% | +504.4% |
| 5Y | +506.7% | -68.6% | +575.3% | +564.0% |
| 10Y | +1,438.7% | +580.0% | +858.8% | +782.9% |
| All | +1,323.2% | +615.2% | +708.0% | +629.9% |
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