+506.7%
CIEN vs XLB
+35.6%
+471.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +7.2% |
| 7D | -5.3% | -0.2% | -5.0% | -5.1% |
| 30D | -17.2% | -1.7% | -15.5% | -16.0% |
| 3M | -26.9% | +4.4% | -31.2% | -30.9% |
| 6M | +16.0% | +5.0% | +11.0% | +10.1% |
| YTD | +45.9% | +15.5% | +30.5% | +26.3% |
| 1Y | +186.8% | +14.9% | +171.9% | +149.2% |
| 3Y | +607.8% | +34.5% | +573.2% | +429.7% |
| 5Y | +506.7% | +36.5% | +470.2% | +338.4% |
| All | +506.7% | +35.6% | +471.1% | +338.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling