+788.5%
XLK vs CIEN
+1,531.8%
-743.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | 0.0% |
| 7D | +0.2% | +8.9% | -8.7% | -2.4% |
| 30D | -0.6% | -19.1% | +18.5% | +5.1% |
| 3M | +2.6% | -21.5% | +24.0% | +8.4% |
| 6M | +34.0% | +2.8% | +31.1% | +27.4% |
| YTD | +30.7% | +49.5% | -18.8% | +8.6% |
| 1Y | +39.2% | +163.8% | -124.6% | -4.5% |
| 3Y | +120.4% | +615.8% | -495.4% | +2.8% |
| 5Y | +148.8% | +548.4% | -399.6% | +16.5% |
| All | +788.5% | +1,531.8% | -743.4% | +231.2% |
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