+147.9%
CIEN vs XEL
+1,040.9%
-893.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -15.2% | -1.0% | -14.2% | -15.0% |
| 30D | -21.5% | -1.9% | -19.6% | -21.0% |
| 3M | -40.1% | -1.9% | -38.2% | -39.8% |
| 6M | -6.6% | -7.4% | +0.9% | -4.3% |
| YTD | +37.3% | +4.1% | +33.2% | +35.6% |
| 1Y | +174.5% | +8.0% | +166.5% | +167.3% |
| 3Y | +562.3% | +48.4% | +513.9% | +468.6% |
| 5Y | +463.9% | +27.2% | +436.7% | +405.8% |
| 10Y | +1,302.4% | +146.8% | +1,155.6% | +894.7% |
| All | +147.9% | +1,040.9% | -893.0% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling