+170.7%
XLE vs CIEN
+1,400.2%
-1,229.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.2% | +0.2% |
| 7D | 0.0% | -5.3% | +5.3% | +0.7% |
| 30D | +12.6% | -17.2% | +29.9% | +15.3% |
| 3M | +11.8% | -26.9% | +38.7% | +15.8% |
| 6M | +16.1% | +16.0% | +0.1% | +8.4% |
| YTD | +46.9% | +45.9% | +0.9% | +29.5% |
| 1Y | +53.3% | +186.8% | -133.5% | +16.2% |
| 3Y | +54.9% | +607.8% | -552.9% | -9.5% |
| 5Y | +225.7% | +506.7% | -281.0% | +89.5% |
| 10Y | +170.7% | +1,438.7% | -1,268.1% | +27.4% |
| All | +170.7% | +1,400.2% | -1,229.5% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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