+20.7%
XLK vs CIEN
+49.1%
-28.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.3% | +9.3% | +2.0% |
| 7D | -7.6% | -25.0% | +17.5% | -2.0% |
| 30D | -12.2% | -30.1% | +18.0% | -6.0% |
| 3M | -5.5% | -33.8% | +28.3% | +1.6% |
| 6M | +9.2% | -49.4% | +58.6% | +22.1% |
| YTD | +23.0% | +16.4% | +6.6% | +15.2% |
| 1Y | +20.7% | +48.9% | -28.2% | +5.6% |
| All | +20.7% | +49.1% | -28.4% | +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