+1,146.8%
CIEN vs XOP
+53.9%
+1,093.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.8% |
| 7D | +15.3% | +6.3% | +8.9% | +13.4% |
| 30D | -22.0% | -6.6% | -15.4% | -20.4% |
| 3M | -36.6% | +3.6% | -40.2% | -37.2% |
| 6M | -51.5% | +10.8% | -62.2% | -52.9% |
| YTD | +20.0% | +48.3% | -28.3% | +6.0% |
| 1Y | +44.5% | +42.9% | +1.5% | +28.9% |
| 3Y | +539.0% | +43.3% | +495.7% | +466.8% |
| 5Y | +356.8% | +94.0% | +262.9% | +267.4% |
| All | +1,146.8% | +53.9% | +1,093.0% | +856.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling