+722.0%
CIEN vs XRT
+529.0%
+193.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.9% |
| 7D | -24.1% | +0.9% | -25.0% | -25.3% |
| 30D | -45.5% | +7.9% | -53.4% | -49.7% |
| 3M | -39.7% | -0.2% | -39.5% | -41.0% |
| 6M | -57.8% | +5.6% | -63.4% | -61.2% |
| YTD | +4.1% | +5.7% | -1.6% | -4.5% |
| 1Y | +20.8% | +14.6% | +6.2% | +3.4% |
| 3Y | +463.1% | +50.7% | +412.5% | +282.8% |
| 5Y | +302.3% | -4.8% | +307.1% | +285.9% |
| 10Y | +1,164.4% | +152.6% | +1,011.7% | +319.3% |
| All | +722.0% | +529.0% | +193.0% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling