+349.8%
CIEN vs XLC
+40.7%
+309.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.7% |
| 7D | -9.3% | +6.2% | -15.6% | -13.4% |
| 30D | -39.5% | -2.4% | -37.1% | -38.3% |
| 3M | -29.8% | -3.3% | -26.5% | -28.5% |
| 6M | -50.4% | -7.3% | -43.1% | -48.3% |
| YTD | +16.3% | -7.6% | +24.0% | +21.3% |
| 1Y | +30.4% | -3.7% | +34.0% | +31.3% |
| 3Y | +516.6% | +62.9% | +453.7% | +318.6% |
| 5Y | +349.8% | +41.6% | +308.1% | +220.7% |
| All | +349.8% | +40.7% | +309.0% | +220.7% |
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 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