+615.8%
CIEN vs XLRE
+31.2%
+584.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.0% |
| 7D | +8.9% | -1.2% | +10.1% | +9.7% |
| 30D | -19.1% | -2.4% | -16.7% | -18.0% |
| 3M | -21.5% | -2.5% | -19.0% | -21.0% |
| 6M | +2.8% | +4.0% | -1.2% | -1.3% |
| YTD | +49.5% | +9.3% | +40.2% | +38.4% |
| 1Y | +163.8% | +5.6% | +158.2% | +150.2% |
| 3Y | +615.8% | +31.3% | +584.6% | +476.4% |
| All | +615.8% | +31.2% | +584.6% | +476.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling