+174.5%
CIEN vs XLRE
+9.1%
+165.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -15.2% | -1.2% | -13.9% | -15.0% |
| 30D | -21.5% | -2.8% | -18.7% | -21.3% |
| 3M | -40.1% | -0.2% | -39.9% | -40.8% |
| 6M | -6.6% | +1.9% | -8.5% | -10.4% |
| YTD | +37.3% | +10.6% | +26.7% | +31.1% |
| 1Y | +174.5% | +8.8% | +165.7% | +161.2% |
| All | +174.5% | +9.1% | +165.4% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling