-49.1%
CIEN vs XRT
+9.8%
-58.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +8.7% | -1.4% | +10.2% | +6.5% |
| 30D | -26.9% | +9.8% | -36.7% | -21.1% |
| 3M | -23.6% | +3.3% | -26.9% | -20.5% |
| 6M | -49.1% | +13.6% | -62.7% | -48.5% |
| All | -49.1% | +9.8% | -58.9% | -48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling