+48.9%
CIEN vs XHB
+5.8%
+43.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.4% | -14.7% | -10.5% |
| 7D | -25.0% | +9.7% | -34.8% | -27.3% |
| 30D | -30.1% | +11.7% | -41.8% | -32.8% |
| 3M | -33.8% | -1.4% | -32.4% | -32.9% |
| 6M | -49.4% | +6.8% | -56.2% | -50.8% |
| YTD | +16.4% | +5.5% | +10.9% | +14.0% |
| 1Y | +48.9% | +5.1% | +43.7% | +46.7% |
| All | +48.9% | +5.8% | +43.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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