+633.7%
XLU vs CIEN
+664.7%
-31.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.2% | +5.4% | -6.6% | -1.5% |
| 30D | -2.5% | -13.7% | +11.1% | -1.8% |
| 3M | -2.7% | -23.0% | +20.3% | -1.6% |
| 6M | -7.5% | -0.8% | -6.6% | -8.4% |
| YTD | +0.9% | +43.1% | -42.1% | -2.8% |
| 1Y | +3.3% | +157.6% | -154.3% | -4.6% |
| 3Y | +47.3% | +593.8% | -546.5% | +25.6% |
| 5Y | +44.4% | +520.6% | -476.2% | +23.0% |
| 10Y | +140.8% | +1,444.6% | -1,303.8% | +91.4% |
| All | +633.7% | +664.7% | -31.0% | +416.2% |
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 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