+174.5%
CIEN vs ED
+12.4%
+162.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | 0.0% |
| 7D | -15.2% | -0.2% | -15.0% | -15.2% |
| 30D | -21.5% | -0.1% | -21.3% | -21.4% |
| 3M | -40.1% | +3.9% | -44.0% | -38.4% |
| 6M | -6.6% | -3.0% | -3.5% | -7.9% |
| YTD | +37.3% | +10.7% | +26.6% | +54.9% |
| 1Y | +174.5% | +13.3% | +161.2% | +221.2% |
| All | +174.5% | +12.4% | +162.1% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling