+14.7%
XLF vs CIEN
+49.1%
-34.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.3% | +12.8% | +3.4% |
| 7D | +5.5% | -25.0% | +30.5% | +5.1% |
| 30D | +9.9% | -30.1% | +40.0% | +9.5% |
| 3M | +2.6% | -33.8% | +36.4% | +2.3% |
| 6M | +15.6% | -49.4% | +65.0% | +14.9% |
| YTD | +9.4% | +16.4% | -7.0% | +6.3% |
| 1Y | +14.7% | +48.9% | -34.2% | +9.1% |
| All | +14.7% | +49.1% | -34.4% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling