+891.0%
XLV vs CIEN
+664.7%
+226.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | -4.4% | +5.4% | -9.8% | -4.9% |
| 30D | -1.4% | -13.7% | +12.3% | -0.3% |
| 3M | +8.9% | -23.0% | +31.9% | +10.6% |
| 6M | +9.1% | -0.8% | +9.9% | +7.1% |
| YTD | +7.9% | +43.1% | -35.1% | +1.6% |
| 1Y | +22.7% | +157.6% | -134.9% | +8.5% |
| 3Y | +31.9% | +593.8% | -561.9% | +3.1% |
| 5Y | +34.9% | +520.6% | -485.7% | +5.3% |
| 10Y | +173.9% | +1,444.6% | -1,270.7% | +91.5% |
| All | +891.0% | +664.7% | +226.3% | +485.4% |
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