+1,146.8%
CIEN vs ED
+147.1%
+999.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.7% |
| 7D | +15.3% | +2.1% | +13.2% | +15.0% |
| 30D | -22.0% | +10.4% | -32.4% | -23.1% |
| 3M | -36.6% | +12.5% | -49.2% | -37.8% |
| 6M | -51.5% | +14.9% | -66.4% | -52.7% |
| YTD | +20.0% | +24.8% | -4.9% | +15.0% |
| 1Y | +44.5% | +23.8% | +20.6% | +38.6% |
| 3Y | +539.0% | +51.6% | +487.4% | +461.4% |
| 5Y | +356.8% | +86.4% | +270.4% | +272.0% |
| All | +1,146.8% | +147.1% | +999.7% | +884.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling