+463.1%
CIEN vs XRT
+49.6%
+413.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.6% |
| 7D | -24.1% | +0.9% | -25.0% | -24.9% |
| 30D | -45.5% | +7.9% | -53.4% | -49.0% |
| 3M | -39.7% | -0.2% | -39.5% | -40.5% |
| 6M | -57.8% | +5.6% | -63.4% | -60.9% |
| YTD | +4.1% | +5.7% | -1.6% | -4.1% |
| 1Y | +20.8% | +14.6% | +6.2% | +3.2% |
| 3Y | +463.1% | +50.7% | +412.5% | +281.9% |
| All | +463.1% | +49.6% | +413.6% | +281.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling