+101.4%
XLP vs CIEN
+1,303.6%
-1,202.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -1.0% | -15.2% | +14.2% | +0.1% |
| 30D | -0.9% | -21.5% | +20.6% | +0.7% |
| 3M | +3.8% | -40.1% | +43.9% | +7.4% |
| 6M | -1.7% | -6.6% | +4.8% | -3.4% |
| YTD | +10.3% | +37.3% | -27.0% | +3.9% |
| 1Y | +7.8% | +174.5% | -166.8% | -6.4% |
| 3Y | +27.2% | +562.3% | -535.1% | -5.1% |
| 5Y | +32.5% | +463.9% | -431.4% | -0.8% |
| All | +101.4% | +1,303.6% | -1,202.2% | +34.2% |
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