+174.5%
CIEN vs XEL
+7.2%
+167.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -15.2% | -1.0% | -14.2% | -14.8% |
| 30D | -21.5% | -1.9% | -19.6% | -20.7% |
| 3M | -40.1% | -1.9% | -38.2% | -39.9% |
| 6M | -6.6% | -7.4% | +0.9% | -4.6% |
| YTD | +37.3% | +4.1% | +33.2% | +39.9% |
| 1Y | +174.5% | +8.0% | +166.5% | +185.2% |
| All | +174.5% | +7.2% | +167.3% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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