+169.4%
XLV vs CIEN
+1,531.8%
-1,362.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -0.7% |
| 7D | -3.6% | +8.9% | -12.4% | -4.5% |
| 30D | -1.8% | -19.1% | +17.3% | +0.2% |
| 3M | +7.8% | -21.5% | +29.3% | +9.7% |
| 6M | +9.1% | +2.8% | +6.3% | +5.4% |
| YTD | +7.7% | +49.5% | -41.7% | -2.0% |
| 1Y | +20.4% | +163.8% | -143.4% | +0.1% |
| 3Y | +30.8% | +615.8% | -585.1% | -11.8% |
| 5Y | +34.6% | +548.4% | -513.7% | -9.8% |
| All | +169.4% | +1,531.8% | -1,362.5% | +52.8% |
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