+65.0%
XLF vs CIEN
+502.7%
-437.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.9% | +5.4% | -8.3% | -3.5% |
| 30D | -1.6% | -13.7% | +12.1% | -0.4% |
| 3M | +9.3% | -23.0% | +32.3% | +11.4% |
| 6M | +14.6% | -0.8% | +15.4% | +10.6% |
| YTD | +4.7% | +43.1% | -38.3% | -5.6% |
| 1Y | +8.6% | +157.6% | -149.0% | -12.6% |
| 3Y | +73.9% | +593.8% | -520.0% | +8.2% |
| 5Y | +65.0% | +520.6% | -455.6% | +3.6% |
| All | +65.0% | +502.7% | -437.7% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling