+506.7%
CIEN vs EAT
+326.5%
+180.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +7.3% |
| 7D | -5.3% | -4.9% | -0.4% | -3.9% |
| 30D | -17.2% | -1.2% | -16.0% | -17.1% |
| 3M | -26.9% | +52.2% | -79.1% | -35.9% |
| 6M | +16.0% | +65.0% | -49.0% | -1.6% |
| YTD | +45.9% | +55.0% | -9.1% | +25.2% |
| 1Y | +186.8% | +42.1% | +144.7% | +150.6% |
| 3Y | +607.8% | +614.7% | -6.9% | +261.0% |
| 5Y | +506.7% | +322.7% | +184.0% | +231.5% |
| All | +506.7% | +326.5% | +180.3% | +231.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling