+1,242.3%
CIEN vs XLC
+141.1%
+1,101.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.5% |
| 7D | -4.6% | -1.4% | -3.1% | -3.6% |
| 30D | -12.8% | -0.9% | -11.9% | -12.6% |
| 3M | -23.1% | -0.3% | -22.7% | -24.2% |
| 6M | +6.1% | -5.2% | +11.3% | +9.1% |
| YTD | +44.5% | -5.3% | +49.8% | +48.2% |
| 1Y | +176.6% | -2.8% | +179.4% | +177.8% |
| 3Y | +601.0% | +71.2% | +529.7% | +347.3% |
| 5Y | +509.1% | +37.6% | +471.5% | +362.0% |
| All | +1,242.3% | +141.1% | +1,101.2% | +474.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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