+74.2%
XLF vs CIEN
+624.4%
-550.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | +0.4% |
| 7D | -1.5% | +8.9% | -10.4% | -2.0% |
| 30D | -1.2% | -19.1% | +17.9% | +0.1% |
| 3M | +9.2% | -21.5% | +30.7% | +10.4% |
| 6M | +16.3% | +2.8% | +13.5% | +13.0% |
| YTD | +5.4% | +49.5% | -44.0% | -2.7% |
| 1Y | +7.6% | +163.8% | -156.2% | -8.7% |
| 3Y | +74.2% | +615.8% | -541.6% | +18.1% |
| All | +74.2% | +624.4% | -550.2% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling