+55.3%
XOM vs CIEN
+607.3%
-552.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | +0.8% |
| 7D | -2.4% | -5.3% | +2.9% | -2.4% |
| 30D | +5.7% | -17.2% | +22.9% | +5.4% |
| 3M | +6.6% | -26.9% | +33.4% | +6.3% |
| 6M | +7.7% | +16.0% | -8.4% | +6.4% |
| YTD | +36.2% | +45.9% | -9.7% | +33.5% |
| 1Y | +50.5% | +186.8% | -136.3% | +42.4% |
| All | +55.3% | +607.3% | -552.0% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling