+1,477.5%
XLK vs CIEN
+672.6%
+805.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.3% | -4.6% | +6.9% | +3.2% |
| 30D | +0.8% | -12.8% | +13.7% | +3.4% |
| 3M | +4.1% | -23.1% | +27.1% | +9.2% |
| 6M | +34.8% | +6.1% | +28.6% | +29.4% |
| YTD | +30.8% | +44.5% | -13.7% | +15.8% |
| 1Y | +42.4% | +176.6% | -134.3% | +8.0% |
| 3Y | +121.8% | +601.0% | -479.1% | +31.9% |
| 5Y | +146.6% | +509.1% | -362.5% | +48.9% |
| 10Y | +804.3% | +1,460.5% | -656.2% | +327.1% |
| All | +1,477.5% | +672.6% | +805.0% | +550.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling