+1,460.5%
CIEN vs XLB
+158.8%
+1,301.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | 0.0% |
| 7D | -4.6% | -2.9% | -1.6% | -2.0% |
| 30D | -12.8% | -3.4% | -9.5% | -10.3% |
| 3M | -23.1% | +1.6% | -24.7% | -25.0% |
| 6M | +6.1% | +3.6% | +2.5% | +2.4% |
| YTD | +44.5% | +14.2% | +30.3% | +28.0% |
| 1Y | +176.6% | +15.6% | +161.0% | +142.6% |
| 3Y | +601.0% | +33.1% | +567.8% | +446.1% |
| 5Y | +509.1% | +35.0% | +474.1% | +368.0% |
| 10Y | +1,460.5% | +164.5% | +1,295.9% | +474.9% |
| All | +1,460.5% | +158.8% | +1,301.7% | +474.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling