+14.3%
XLI vs CIEN
+166.8%
-152.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | +0.6% |
| 7D | -1.7% | +8.9% | -10.5% | -2.5% |
| 30D | -7.3% | -19.1% | +11.8% | -5.3% |
| 3M | -1.3% | -21.5% | +20.1% | +0.5% |
| 6M | +2.2% | +2.8% | -0.6% | +0.2% |
| YTD | +11.7% | +49.5% | -37.8% | +4.7% |
| 1Y | +14.3% | +163.8% | -149.5% | -2.7% |
| All | +14.3% | +166.8% | -152.6% | -2.7% |
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