+147.9%
CIEN vs EAT
+6,679.4%
-6,531.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -15.2% | 0.0% | -15.2% | -15.2% |
| 30D | -21.5% | +1.9% | -23.4% | -22.0% |
| 3M | -40.1% | +68.7% | -108.7% | -49.1% |
| 6M | -6.6% | +66.9% | -73.5% | -21.0% |
| YTD | +37.3% | +60.4% | -23.2% | +16.8% |
| 1Y | +174.5% | +44.0% | +130.6% | +138.6% |
| 3Y | +562.3% | +604.7% | -42.4% | +248.2% |
| 5Y | +463.9% | +347.0% | +116.9% | +221.0% |
| 10Y | +1,302.4% | +390.8% | +911.6% | +507.5% |
| All | +147.9% | +6,679.4% | -6,531.5% | -64.6% |
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