+176.6%
CIEN vs XLB
+14.3%
+162.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.1% |
| 7D | -4.6% | -2.9% | -1.6% | -2.1% |
| 30D | -12.8% | -3.4% | -9.5% | -10.3% |
| 3M | -23.1% | +1.6% | -24.7% | -25.5% |
| 6M | +6.1% | +3.6% | +2.5% | +1.6% |
| YTD | +44.5% | +14.2% | +30.3% | +28.6% |
| 1Y | +176.6% | +15.6% | +161.0% | +139.9% |
| All | +176.6% | +14.3% | +162.3% | +139.9% |
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 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