+174.5%
CIEN vs XOP
+49.8%
+124.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.0% |
| 7D | -15.2% | +2.6% | -17.7% | -14.7% |
| 30D | -21.5% | +15.4% | -36.9% | -19.2% |
| 3M | -40.1% | +12.1% | -52.1% | -38.5% |
| 6M | -6.6% | +19.7% | -26.2% | -4.4% |
| YTD | +37.3% | +52.4% | -15.1% | +40.1% |
| 1Y | +174.5% | +47.6% | +127.0% | +180.4% |
| All | +174.5% | +49.8% | +124.7% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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