+48.9%
CIEN vs ED
+27.1%
+21.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.0% | -12.3% | -6.1% |
| 7D | -25.0% | +5.4% | -30.4% | -20.5% |
| 30D | -30.1% | +16.4% | -46.5% | -19.7% |
| 3M | -33.8% | +11.9% | -45.7% | -26.2% |
| 6M | -49.4% | +11.6% | -61.0% | -43.4% |
| YTD | +16.4% | +24.1% | -7.7% | +46.7% |
| 1Y | +48.9% | +26.9% | +22.0% | +96.2% |
| All | +48.9% | +27.1% | +21.8% | +96.2% |
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