+124.6%
XLP vs CIEN
+1,137.4%
-1,012.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.7% | -1.6% |
| 7D | +0.7% | -24.1% | +24.8% | +2.2% |
| 30D | +10.3% | -45.5% | +55.7% | +14.0% |
| 3M | +6.5% | -39.7% | +46.3% | +9.0% |
| 6M | +8.4% | -57.8% | +66.2% | +13.4% |
| YTD | +18.2% | +4.1% | +14.1% | +12.3% |
| 1Y | +22.4% | +20.8% | +1.6% | +14.2% |
| 3Y | +41.9% | +463.1% | -421.2% | +5.2% |
| 5Y | +40.9% | +302.3% | -261.4% | +7.7% |
| All | +124.6% | +1,137.4% | -1,012.8% | +50.7% |
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