+110.1%
CIEN vs EAT
+5,646.7%
-5,536.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +2.2% |
| 7D | -9.3% | -5.9% | -3.4% | -7.9% |
| 30D | -39.5% | +0.7% | -40.2% | -40.0% |
| 3M | -29.8% | -14.2% | -15.6% | -27.5% |
| 6M | -50.4% | +40.7% | -91.1% | -56.1% |
| YTD | +16.3% | +36.0% | -19.6% | +2.8% |
| 1Y | +30.4% | +83.1% | -52.7% | +5.2% |
| 3Y | +516.6% | +474.8% | +41.8% | +241.6% |
| 5Y | +349.8% | +347.6% | +2.2% | +154.6% |
| 10Y | +1,184.7% | +321.5% | +863.2% | +475.9% |
| All | +110.1% | +5,646.7% | -5,536.6% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling