+44.5%
CIEN vs XRT
+12.7%
+31.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.6% |
| 7D | +15.3% | +1.7% | +13.5% | +15.4% |
| 30D | -22.0% | +7.5% | -29.5% | -21.5% |
| 3M | -36.6% | +2.2% | -38.8% | -35.8% |
| 6M | -51.5% | +14.7% | -66.1% | -54.3% |
| YTD | +20.0% | +7.5% | +12.5% | +14.1% |
| 1Y | +44.5% | +14.1% | +30.3% | +32.9% |
| All | +44.5% | +12.7% | +31.8% | +32.9% |
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