+139.5%
XLP vs CIEN
+1,159.7%
-1,020.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +1.7% |
| 7D | +2.5% | +15.3% | -12.7% | +1.6% |
| 30D | +7.3% | -22.0% | +29.3% | +8.5% |
| 3M | +8.1% | -36.6% | +44.7% | +10.4% |
| 6M | +10.5% | -51.5% | +61.9% | +14.7% |
| YTD | +21.2% | +20.0% | +1.2% | +14.1% |
| 1Y | +22.7% | +44.5% | -21.7% | +13.0% |
| 3Y | +44.8% | +539.0% | -494.2% | +6.5% |
| 5Y | +44.7% | +356.8% | -312.1% | +9.8% |
| All | +139.5% | +1,159.7% | -1,020.2% | +58.3% |
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