+43.4%
XLK vs CIEN
+179.1%
-135.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | +0.9% | -15.2% | +16.0% | +4.4% |
| 30D | +0.7% | -21.5% | +22.2% | +5.7% |
| 3M | -2.9% | -40.1% | +37.1% | +6.9% |
| 6M | +34.3% | -6.6% | +40.8% | +32.7% |
| YTD | +30.4% | +37.3% | -6.9% | +16.7% |
| 1Y | +43.4% | +174.5% | -131.2% | +3.9% |
| All | +43.4% | +179.1% | -135.8% | +3.9% |
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 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