+429.4%
XLF vs CIEN
+541.2%
-111.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.5% |
| 7D | +2.7% | +15.3% | -12.6% | +0.3% |
| 30D | +7.6% | -22.0% | +29.6% | +10.8% |
| 3M | +1.1% | -36.6% | +37.7% | +6.4% |
| 6M | +15.9% | -51.5% | +67.3% | +25.3% |
| YTD | +8.4% | +20.0% | -11.5% | -1.0% |
| 1Y | +12.5% | +44.5% | -31.9% | -0.8% |
| 3Y | +81.6% | +539.0% | -457.5% | +20.2% |
| 5Y | +59.3% | +356.8% | -297.6% | +9.5% |
| 10Y | +225.4% | +1,190.4% | -965.0% | +82.9% |
| All | +429.4% | +541.2% | -111.9% | +157.9% |
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 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