+174.5%
CIEN vs XRT
+3.4%
+171.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -15.2% | +0.8% | -16.0% | -15.4% |
| 30D | -21.5% | -4.2% | -17.3% | -20.4% |
| 3M | -40.1% | +5.1% | -45.2% | -42.4% |
| 6M | -6.6% | +2.4% | -9.0% | -9.5% |
| YTD | +37.3% | +3.2% | +34.1% | +30.8% |
| 1Y | +174.5% | +1.5% | +173.0% | +166.3% |
| All | +174.5% | +3.4% | +171.2% | +166.3% |
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