+174.5%
CIEN vs EAT
+37.5%
+137.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -15.2% | 0.0% | -15.2% | -15.2% |
| 30D | -21.5% | +1.9% | -23.4% | -21.9% |
| 3M | -40.1% | +68.7% | -108.7% | -44.7% |
| 6M | -6.6% | +66.9% | -73.5% | -13.3% |
| YTD | +37.3% | +60.4% | -23.2% | +27.4% |
| 1Y | +174.5% | +44.0% | +130.6% | +160.5% |
| All | +174.5% | +37.5% | +137.1% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling