+1,431.9%
CIEN vs XYL
+149.5%
+1,282.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +5.4% | -1.2% | +6.6% | +6.1% |
| 30D | -13.7% | -13.2% | -0.5% | -6.8% |
| 3M | -23.0% | -0.2% | -22.9% | -24.0% |
| 6M | -0.8% | -12.5% | +11.7% | +5.7% |
| YTD | +43.1% | -20.9% | +63.9% | +59.8% |
| 1Y | +157.6% | -21.6% | +179.2% | +190.2% |
| 3Y | +593.8% | +16.1% | +577.7% | +527.6% |
| 5Y | +520.6% | -15.6% | +536.2% | +546.0% |
| All | +1,431.9% | +149.5% | +1,282.4% | +702.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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