+44.2%
XLU vs CIEN
+544.2%
-500.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.6% |
| 7D | -1.6% | +8.9% | -10.5% | -2.2% |
| 30D | -3.3% | -19.1% | +15.8% | -1.9% |
| 3M | -3.2% | -21.5% | +18.3% | -1.9% |
| 6M | -7.0% | +2.8% | -9.8% | -8.5% |
| YTD | +0.6% | +49.5% | -48.8% | -4.8% |
| 1Y | +2.4% | +163.8% | -161.4% | -8.4% |
| 3Y | +46.3% | +615.8% | -569.6% | +14.5% |
| All | +44.2% | +544.2% | -500.0% | +9.6% |
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 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