+12.3%
XLI vs CIEN
+35.5%
-23.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.1% |
| 7D | +3.8% | +15.3% | -11.5% | +2.2% |
| 30D | +1.0% | -22.0% | +23.0% | +2.9% |
| 3M | -8.9% | -36.6% | +27.7% | -5.8% |
| 6M | -2.3% | -51.5% | +49.2% | +3.1% |
| YTD | +9.7% | +20.0% | -10.3% | +5.3% |
| 1Y | +12.3% | +44.5% | -32.1% | +5.6% |
| All | +12.3% | +35.5% | -23.2% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling