+128.8%
XLP vs CIEN
+1,252.1%
-1,123.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.7% | -9.8% | +0.3% |
| 7D | +0.1% | -5.3% | +5.3% | +0.2% |
| 30D | +8.9% | -40.1% | +49.1% | +12.1% |
| 3M | +7.5% | -34.7% | +42.2% | +9.5% |
| 6M | +9.4% | -50.9% | +60.3% | +13.3% |
| YTD | +19.3% | +15.2% | +4.1% | +12.6% |
| 1Y | +21.7% | +35.2% | -13.4% | +12.7% |
| 3Y | +44.0% | +522.6% | -478.6% | +6.1% |
| 5Y | +42.8% | +344.2% | -301.4% | +8.5% |
| 10Y | +128.8% | +1,188.7% | -1,059.9% | +52.2% |
| All | +128.8% | +1,252.1% | -1,123.3% | +52.2% |
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