+174.5%
CIEN vs XLB
+17.4%
+157.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.4% |
| 7D | -15.2% | -1.4% | -13.8% | -14.1% |
| 30D | -21.5% | -0.4% | -21.1% | -21.3% |
| 3M | -40.1% | +2.0% | -42.0% | -41.5% |
| 6M | -6.6% | +1.8% | -8.4% | -8.6% |
| YTD | +37.3% | +16.6% | +20.7% | +21.4% |
| 1Y | +174.5% | +16.9% | +157.6% | +136.3% |
| All | +174.5% | +17.4% | +157.1% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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