+52.3%
XOM vs CIEN
+166.8%
-114.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | +0.8% |
| 7D | +4.1% | +8.9% | -4.8% | +4.7% |
| 30D | +4.6% | -19.1% | +23.7% | +3.1% |
| 3M | +14.0% | -21.5% | +35.5% | +12.4% |
| 6M | +11.0% | +2.8% | +8.1% | +12.5% |
| YTD | +40.7% | +49.5% | -8.8% | +47.3% |
| 1Y | +52.3% | +163.8% | -111.5% | +64.4% |
| All | +52.3% | +166.8% | -114.5% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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