+70.0%
XLE vs CIEN
+538.9%
-468.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.2% |
| 7D | +5.4% | +15.3% | -9.8% | +4.8% |
| 30D | -3.9% | -22.0% | +18.0% | -3.4% |
| 3M | +7.0% | -36.6% | +43.7% | +8.2% |
| 6M | +14.2% | -51.5% | +65.7% | +16.5% |
| YTD | +48.2% | +20.0% | +28.2% | +40.7% |
| 1Y | +47.7% | +44.5% | +3.2% | +37.2% |
| 3Y | +70.0% | +539.0% | -469.0% | +26.5% |
| All | +70.0% | +538.9% | -468.9% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling