+506.7%
CIEN vs XLC
+37.3%
+469.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.7% |
| 7D | -5.3% | +0.6% | -5.9% | -5.9% |
| 30D | -17.2% | +0.2% | -17.5% | -17.8% |
| 3M | -26.9% | +0.6% | -27.5% | -28.4% |
| 6M | +16.0% | -4.5% | +20.5% | +18.7% |
| YTD | +45.9% | -4.7% | +50.6% | +49.1% |
| 1Y | +186.8% | -1.7% | +188.5% | +185.4% |
| 3Y | +607.8% | +72.3% | +535.5% | +361.4% |
| 5Y | +506.7% | +37.8% | +469.0% | +365.0% |
| All | +506.7% | +37.3% | +469.5% | +365.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling