+592.2%
CIEN vs XHB
+24.0%
+568.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.1% |
| 7D | -4.6% | -1.9% | -2.6% | -3.7% |
| 30D | -12.8% | -8.3% | -4.5% | -8.6% |
| 3M | -23.1% | -7.1% | -15.9% | -20.3% |
| 6M | +6.1% | -5.3% | +11.4% | +8.2% |
| YTD | +44.5% | -3.2% | +47.7% | +44.3% |
| 1Y | +176.6% | -13.9% | +190.5% | +196.7% |
| All | +592.2% | +24.0% | +568.2% | +467.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling