+520.6%
CIEN vs XEL
+27.8%
+492.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +5.4% | -1.2% | +6.6% | +5.6% |
| 30D | -13.7% | -2.9% | -10.8% | -13.2% |
| 3M | -23.0% | -2.7% | -20.3% | -22.7% |
| 6M | -0.8% | -6.5% | +5.7% | +0.3% |
| YTD | +43.1% | +3.6% | +39.4% | +42.9% |
| 1Y | +157.6% | +7.5% | +150.1% | +155.8% |
| 3Y | +593.8% | +46.3% | +547.5% | +547.2% |
| 5Y | +520.6% | +30.5% | +490.1% | +513.8% |
| All | +520.6% | +27.8% | +492.8% | +513.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling