+218.0%
XLE vs CIEN
+465.8%
-247.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | +2.2% | -15.2% | +17.4% | +3.3% |
| 30D | +11.8% | -21.5% | +33.3% | +13.3% |
| 3M | +9.8% | -40.1% | +49.9% | +13.3% |
| 6M | +15.6% | -6.6% | +22.1% | +13.3% |
| YTD | +45.3% | +37.3% | +8.0% | +35.9% |
| 1Y | +48.3% | +174.5% | -126.2% | +26.1% |
| 3Y | +55.4% | +562.3% | -506.8% | +12.4% |
| All | +218.0% | +465.8% | -247.8% | +127.4% |
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 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