+1,500.5%
CIEN vs XLRE
+89.0%
+1,411.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +3.9% |
| 7D | +8.9% | -1.2% | +10.1% | +9.8% |
| 30D | -19.1% | -2.4% | -16.7% | -17.9% |
| 3M | -21.5% | -2.5% | -19.0% | -20.8% |
| 6M | +2.8% | +4.0% | -1.2% | -0.8% |
| YTD | +49.5% | +9.3% | +40.2% | +39.2% |
| 1Y | +163.8% | +5.6% | +158.2% | +151.3% |
| 3Y | +615.8% | +31.3% | +584.6% | +484.5% |
| 5Y | +548.4% | +9.5% | +538.8% | +494.1% |
| All | +1,500.5% | +89.0% | +1,411.4% | +912.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling