+516.6%
CIEN vs XLC
+65.2%
+451.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.7% |
| 7D | -9.3% | +6.2% | -15.6% | -13.5% |
| 30D | -39.5% | -2.4% | -37.1% | -38.2% |
| 3M | -29.8% | -3.3% | -26.5% | -28.5% |
| 6M | -50.4% | -7.3% | -43.1% | -47.7% |
| YTD | +16.3% | -7.6% | +24.0% | +22.7% |
| 1Y | +30.4% | -3.7% | +34.0% | +30.8% |
| 3Y | +516.6% | +62.9% | +453.7% | +324.4% |
| All | +516.6% | +65.2% | +451.3% | +324.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling