+1,174.8%
CIEN vs XLC
+143.7%
+1,031.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.1% |
| 7D | -15.2% | -0.8% | -14.3% | -14.7% |
| 30D | -21.5% | +1.0% | -22.5% | -22.5% |
| 3M | -40.1% | -0.7% | -39.4% | -40.6% |
| 6M | -6.6% | -5.1% | -1.4% | -3.9% |
| YTD | +37.3% | -4.3% | +41.5% | +39.6% |
| 1Y | +174.5% | -0.6% | +175.1% | +170.5% |
| 3Y | +562.3% | +72.7% | +489.6% | +319.7% |
| 5Y | +463.9% | +38.0% | +426.0% | +326.9% |
| All | +1,174.8% | +143.7% | +1,031.1% | +441.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling