+1,146.8%
CIEN vs XRT
+136.4%
+1,010.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | +15.3% | +1.7% | +13.5% | +14.2% |
| 30D | -22.0% | +7.5% | -29.5% | -26.1% |
| 3M | -36.6% | +2.2% | -38.8% | -38.3% |
| 6M | -51.5% | +14.7% | -66.1% | -56.6% |
| YTD | +20.0% | +7.5% | +12.5% | +11.6% |
| 1Y | +44.5% | +14.1% | +30.3% | +29.3% |
| 3Y | +539.0% | +58.8% | +480.3% | +371.0% |
| 5Y | +356.8% | -3.9% | +360.7% | +340.8% |
| All | +1,146.8% | +136.4% | +1,010.5% | +518.4% |
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