+612.3%
CIEN vs XLB
+822.6%
-210.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.4% |
| 7D | -15.2% | -1.4% | -13.8% | -14.0% |
| 30D | -21.5% | -0.4% | -21.1% | -21.3% |
| 3M | -40.1% | +2.0% | -42.0% | -41.7% |
| 6M | -6.6% | +1.8% | -8.4% | -8.2% |
| YTD | +37.3% | +16.6% | +20.7% | +18.4% |
| 1Y | +174.5% | +16.9% | +157.6% | +136.3% |
| 3Y | +562.3% | +32.6% | +529.7% | +409.5% |
| 5Y | +463.9% | +35.6% | +428.3% | +323.0% |
| 10Y | +1,302.4% | +160.0% | +1,142.3% | +450.5% |
| All | +612.3% | +822.6% | -210.3% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling