+149.9%
XLE vs CIEN
+301.0%
-151.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.4% |
| 7D | -12.0% | -24.1% | +12.1% | -10.5% |
| 30D | -2.7% | -45.5% | +42.7% | +0.7% |
| 3M | +6.6% | -39.7% | +46.3% | +9.2% |
| 6M | +9.5% | -57.8% | +67.3% | +14.6% |
| YTD | +40.6% | +4.1% | +36.5% | +32.9% |
| 1Y | +43.6% | +20.8% | +22.8% | +32.8% |
| 3Y | +58.1% | +463.1% | -405.1% | +13.3% |
| All | +149.9% | +301.0% | -151.1% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling