+607.8%
CIEN vs EAT
+612.9%
-5.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +7.2% |
| 7D | -5.3% | -4.9% | -0.4% | -4.1% |
| 30D | -17.2% | -1.2% | -16.0% | -17.2% |
| 3M | -26.9% | +52.2% | -79.1% | -35.2% |
| 6M | +16.0% | +65.0% | -49.0% | -0.1% |
| YTD | +45.9% | +55.0% | -9.1% | +26.9% |
| 1Y | +186.8% | +42.1% | +144.7% | +155.0% |
| 3Y | +607.8% | +614.7% | -6.9% | +299.3% |
| All | +607.8% | +612.9% | -5.1% | +299.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling