+509.1%
CIEN vs XYL
-15.4%
+524.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -4.6% | +0.8% | -5.4% | -5.1% |
| 30D | -12.8% | -10.8% | -2.0% | -7.0% |
| 3M | -23.1% | -2.5% | -20.5% | -23.2% |
| 6M | +6.1% | -12.2% | +18.3% | +13.0% |
| YTD | +44.5% | -20.1% | +64.6% | +60.9% |
| 1Y | +176.6% | -20.6% | +197.3% | +210.8% |
| 3Y | +601.0% | +17.3% | +583.6% | +525.4% |
| 5Y | +509.1% | -14.5% | +523.6% | +448.3% |
| All | +509.1% | -15.4% | +524.6% | +448.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling