+561.3%
XLP vs CIEN
+427.6%
+133.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.2% | +14.5% | -0.1% |
| 7D | +3.5% | -34.0% | +37.4% | +5.2% |
| 30D | +11.6% | -48.0% | +59.5% | +14.4% |
| 3M | +7.6% | -43.5% | +51.2% | +9.7% |
| 6M | +10.0% | -57.6% | +67.7% | +13.1% |
| YTD | +19.7% | -1.3% | +21.0% | +17.6% |
| 1Y | +23.5% | +17.9% | +5.6% | +20.1% |
| 3Y | +44.0% | +425.8% | -381.8% | +28.3% |
| 5Y | +42.7% | +281.5% | -238.8% | +28.4% |
| 10Y | +131.3% | +1,099.0% | -967.7% | +96.1% |
| All | +561.3% | +427.6% | +133.7% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling