+1,460.5%
CIEN vs EAT
+370.1%
+1,090.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.3% |
| 7D | -4.6% | -6.8% | +2.2% | -3.2% |
| 30D | -12.8% | -5.4% | -7.4% | -11.9% |
| 3M | -23.1% | +42.8% | -65.8% | -28.8% |
| 6M | +6.1% | +56.5% | -50.4% | -4.1% |
| YTD | +44.5% | +50.0% | -5.5% | +31.2% |
| 1Y | +176.6% | +38.3% | +138.4% | +153.6% |
| 3Y | +601.0% | +591.6% | +9.3% | +365.9% |
| 5Y | +509.1% | +312.6% | +196.5% | +326.5% |
| 10Y | +1,460.5% | +381.4% | +1,079.0% | +936.1% |
| All | +1,460.5% | +370.1% | +1,090.4% | +936.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling