+1,146.8%
CIEN vs XYL
+100.4%
+1,046.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.7% | -4.7% |
| 7D | +15.3% | -3.7% | +19.0% | +17.4% |
| 30D | -22.0% | -8.3% | -13.7% | -20.6% |
| 3M | -36.6% | -21.4% | -15.2% | -29.9% |
| 6M | -51.5% | -12.9% | -38.5% | -49.9% |
| YTD | +20.0% | -30.1% | +50.0% | +38.9% |
| 1Y | +44.5% | -35.2% | +79.6% | +74.9% |
| 3Y | +539.0% | -0.8% | +539.8% | +511.2% |
| 5Y | +356.8% | -23.2% | +380.1% | +387.0% |
| All | +1,146.8% | +100.4% | +1,046.4% | +638.1% |
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