+42.6%
XLP vs CIEN
+348.8%
-306.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | +2.3% | -9.3% | +11.7% | +2.4% |
| 30D | +9.1% | -39.5% | +48.6% | +9.7% |
| 3M | +7.9% | -29.8% | +37.7% | +8.0% |
| 6M | +9.6% | -50.4% | +60.0% | +10.8% |
| YTD | +19.4% | +16.3% | +3.1% | +15.7% |
| 1Y | +22.4% | +30.4% | -8.0% | +17.6% |
| 3Y | +43.2% | +516.6% | -473.4% | +17.3% |
| 5Y | +42.6% | +349.8% | -307.2% | +20.1% |
| All | +42.6% | +348.8% | -306.2% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling