+1,261.7%
CIEN vs XRT
+145.8%
+1,115.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +8.7% | -1.4% | +10.2% | +10.1% |
| 30D | -26.9% | +9.8% | -36.7% | -31.6% |
| 3M | -23.6% | +3.3% | -26.9% | -26.1% |
| 6M | -49.1% | +13.6% | -62.7% | -54.1% |
| YTD | +26.6% | +9.1% | +17.5% | +16.8% |
| 1Y | +42.7% | +15.1% | +27.7% | +27.2% |
| 3Y | +570.8% | +59.9% | +510.9% | +392.1% |
| 5Y | +386.4% | -1.7% | +388.2% | +363.2% |
| 10Y | +1,261.7% | +141.1% | +1,120.6% | +547.2% |
| All | +1,261.7% | +145.8% | +1,115.9% | +547.2% |
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