+226.1%
XLI vs CIEN
+1,159.7%
-933.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.5% |
| 7D | +3.8% | +15.3% | -11.5% | +0.9% |
| 30D | +1.0% | -22.0% | +23.0% | +4.9% |
| 3M | -8.9% | -36.6% | +27.7% | -2.6% |
| 6M | -2.3% | -51.5% | +49.2% | +8.5% |
| YTD | +9.7% | +20.0% | -10.3% | -1.9% |
| 1Y | +12.3% | +44.5% | -32.1% | -4.2% |
| 3Y | +71.5% | +539.0% | -467.6% | -2.6% |
| 5Y | +70.2% | +356.8% | -286.7% | +1.9% |
| All | +226.1% | +1,159.7% | -933.7% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling