+248.8%
XLF vs CIEN
+1,531.8%
-1,283.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -0.1% |
| 7D | -1.5% | +8.9% | -10.4% | -2.9% |
| 30D | -1.2% | -19.1% | +17.9% | +2.0% |
| 3M | +9.2% | -21.5% | +30.7% | +12.1% |
| 6M | +16.3% | +2.8% | +13.5% | +10.6% |
| YTD | +5.4% | +49.5% | -44.0% | -8.7% |
| 1Y | +7.6% | +163.8% | -156.2% | -18.9% |
| 3Y | +74.2% | +615.8% | -541.6% | -2.8% |
| 5Y | +66.1% | +548.4% | -482.2% | -7.9% |
| All | +248.8% | +1,531.8% | -1,283.0% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling