+215.2%
XLY vs CIEN
+1,531.8%
-1,316.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | 0.0% |
| 7D | -1.7% | +8.9% | -10.6% | -3.5% |
| 30D | -4.2% | -19.1% | +14.9% | -0.4% |
| 3M | -2.7% | -21.5% | +18.8% | +0.5% |
| 6M | -0.6% | +2.8% | -3.5% | -6.0% |
| YTD | -5.0% | +49.5% | -54.5% | -19.4% |
| 1Y | -4.1% | +163.8% | -167.9% | -30.7% |
| 3Y | +33.6% | +615.8% | -582.2% | -30.4% |
| 5Y | +28.7% | +548.4% | -519.7% | -32.7% |
| All | +215.2% | +1,531.8% | -1,316.6% | +34.8% |
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