+557.0%
CIEN vs XLB
+837.1%
-280.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.5% |
| 7D | +8.7% | -1.6% | +10.4% | +11.0% |
| 30D | -26.9% | +7.2% | -34.1% | -31.8% |
| 3M | -23.6% | 0.0% | -23.7% | -24.1% |
| 6M | -49.1% | +2.3% | -51.4% | -50.8% |
| YTD | +26.6% | +18.4% | +8.2% | +7.2% |
| 1Y | +42.7% | +23.3% | +19.4% | +16.5% |
| 3Y | +570.8% | +45.2% | +525.7% | +371.8% |
| 5Y | +386.4% | +31.0% | +355.5% | +275.6% |
| 10Y | +1,261.7% | +168.8% | +1,093.0% | +415.5% |
| All | +557.0% | +837.1% | -280.1% | +23.5% |
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