+1,475.7%
CIEN vs XRT
+124.6%
+1,351.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +7.7% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -17.2% | -5.6% | -11.6% | -14.4% |
| 3M | -26.9% | +2.5% | -29.4% | -29.0% |
| 6M | +16.0% | +3.7% | +12.3% | +11.7% |
| YTD | +45.9% | +1.0% | +45.0% | +42.7% |
| 1Y | +186.8% | -1.2% | +188.0% | +184.1% |
| 3Y | +607.8% | +43.4% | +564.4% | +459.9% |
| 5Y | +506.7% | -0.7% | +507.5% | +479.7% |
| All | +1,475.7% | +124.6% | +1,351.1% | +688.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling