+1,096.1%
XLY vs CIEN
+664.7%
+431.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -3.9% | +5.4% | -9.3% | -4.6% |
| 30D | -6.1% | -13.7% | +7.6% | -4.6% |
| 3M | -1.2% | -23.0% | +21.9% | +1.3% |
| 6M | -1.8% | -0.8% | -0.9% | -4.0% |
| YTD | -5.9% | +43.1% | -48.9% | -13.5% |
| 1Y | -3.1% | +157.6% | -160.7% | -18.5% |
| 3Y | +36.0% | +593.8% | -557.8% | -2.8% |
| 5Y | +27.6% | +520.6% | -493.0% | -8.3% |
| 10Y | +216.8% | +1,444.6% | -1,227.8% | +97.5% |
| All | +1,096.1% | +664.7% | +431.3% | +526.8% |
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 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