-0.6%
XLY vs CIEN
+4.7%
-5.3%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.8% |
| 7D | -1.7% | +8.9% | -10.6% | -1.9% |
| 30D | -4.2% | -19.1% | +14.9% | -3.6% |
| 3M | -2.7% | -21.5% | +18.8% | -2.1% |
| 6M | -0.6% | +2.8% | -3.5% | -4.2% |
| All | -0.6% | +4.7% | -5.3% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling