+1,389.0%
CIEN vs XLRE
+109.5%
+1,279.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.2% |
| 7D | -4.6% | -0.7% | -3.8% | -4.2% |
| 30D | -12.8% | -2.2% | -10.6% | -11.6% |
| 3M | -23.1% | -2.6% | -20.4% | -22.3% |
| 6M | +6.1% | +2.6% | +3.5% | +3.3% |
| YTD | +44.5% | +9.3% | +35.3% | +34.7% |
| 1Y | +176.6% | +7.2% | +169.4% | +160.8% |
| 3Y | +601.0% | +31.3% | +569.6% | +473.4% |
| 5Y | +509.1% | +8.1% | +501.0% | +463.5% |
| 10Y | +1,460.5% | +88.9% | +1,371.5% | +892.7% |
| All | +1,389.0% | +109.5% | +1,279.5% | +792.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling