+422.3%
XLF vs CIEN
+633.7%
-211.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | 0.0% | -15.2% | +15.2% | +2.5% |
| 30D | +0.2% | -21.5% | +21.7% | +3.5% |
| 3M | +11.7% | -40.1% | +51.8% | +19.4% |
| 6M | +13.8% | -6.6% | +20.4% | +11.2% |
| YTD | +7.0% | +37.3% | -30.3% | -2.7% |
| 1Y | +9.1% | +174.5% | -165.4% | -12.3% |
| 3Y | +75.6% | +562.3% | -486.6% | +17.7% |
| 5Y | +66.4% | +463.9% | -397.5% | +12.5% |
| 10Y | +250.3% | +1,302.4% | -1,052.1% | +97.5% |
| All | +422.3% | +633.7% | -211.4% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling