+120.4%
XLK vs CIEN
+624.4%
-504.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | +0.2% |
| 7D | +0.2% | +8.9% | -8.7% | -2.0% |
| 30D | -0.6% | -19.1% | +18.5% | +4.4% |
| 3M | +2.6% | -21.5% | +24.0% | +7.7% |
| 6M | +34.0% | +2.8% | +31.1% | +28.3% |
| YTD | +30.7% | +49.5% | -18.8% | +11.0% |
| 1Y | +39.2% | +163.8% | -124.6% | -1.0% |
| 3Y | +120.4% | +615.8% | -495.4% | +7.9% |
| All | +120.4% | +624.4% | -504.0% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling