+1,058.0%
CIEN vs XHB
+173.9%
+884.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.4% |
| 7D | -15.2% | -1.3% | -13.9% | -14.5% |
| 30D | -21.5% | -6.9% | -14.6% | -17.5% |
| 3M | -40.1% | -1.3% | -38.8% | -40.2% |
| 6M | -6.6% | -6.8% | +0.2% | -2.5% |
| YTD | +37.3% | +0.7% | +36.5% | +33.9% |
| 1Y | +174.5% | -11.2% | +185.8% | +191.5% |
| 3Y | +562.3% | +25.3% | +536.9% | +436.2% |
| 5Y | +463.9% | +37.3% | +426.6% | +316.2% |
| 10Y | +1,302.4% | +211.5% | +1,090.8% | +430.9% |
| All | +1,058.0% | +173.9% | +884.1% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling