+607.8%
CIEN vs XYL
+18.1%
+589.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.4% | +4.6% |
| 7D | -5.3% | +1.8% | -7.1% | -6.3% |
| 30D | -17.2% | -9.2% | -8.0% | -12.5% |
| 3M | -26.9% | -0.3% | -26.6% | -28.6% |
| 6M | +16.0% | -11.0% | +27.0% | +22.7% |
| YTD | +45.9% | -19.2% | +65.1% | +62.1% |
| 1Y | +186.8% | -21.2% | +208.0% | +226.4% |
| 3Y | +607.8% | +18.6% | +589.2% | +476.5% |
| All | +607.8% | +18.1% | +589.7% | +476.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling