+48.9%
CIEN vs XRT
+18.0%
+30.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.5% | -14.8% | -8.3% |
| 7D | -25.0% | +8.0% | -33.1% | -24.2% |
| 30D | -30.1% | +13.0% | -43.2% | -29.8% |
| 3M | -33.8% | +1.7% | -35.5% | -32.1% |
| 6M | -49.4% | +12.6% | -62.0% | -50.9% |
| YTD | +16.4% | +10.7% | +5.8% | +11.3% |
| 1Y | +48.9% | +18.4% | +30.5% | +41.1% |
| All | +48.9% | +18.0% | +30.9% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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