+988.3%
XLE vs CIEN
+456.3%
+532.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.6% |
| 7D | -12.0% | -24.1% | +12.1% | -9.4% |
| 30D | -2.7% | -45.5% | +42.7% | +3.5% |
| 3M | +6.6% | -39.7% | +46.3% | +11.4% |
| 6M | +9.5% | -57.8% | +67.3% | +18.2% |
| YTD | +40.6% | +4.1% | +36.5% | +34.0% |
| 1Y | +43.6% | +20.8% | +22.8% | +33.9% |
| 3Y | +58.1% | +463.1% | -405.1% | +18.8% |
| 5Y | +152.2% | +302.3% | -150.1% | +94.2% |
| 10Y | +172.9% | +1,164.4% | -991.4% | +80.8% |
| All | +988.3% | +456.3% | +532.0% | +559.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling