+81.6%
XLF vs CIEN
+538.9%
-457.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.0% |
| 7D | +2.7% | +15.3% | -12.6% | +1.9% |
| 30D | +7.6% | -22.0% | +29.6% | +8.7% |
| 3M | +1.1% | -36.6% | +37.7% | +3.1% |
| 6M | +15.9% | -51.5% | +67.3% | +19.8% |
| YTD | +8.4% | +20.0% | -11.5% | +0.9% |
| 1Y | +12.5% | +44.5% | -31.9% | +1.9% |
| 3Y | +81.6% | +539.0% | -457.5% | +26.8% |
| All | +81.6% | +538.9% | -457.3% | +26.8% |
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