+1,460.5%
CIEN vs ED
+105.2%
+1,355.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -12.8% | +1.9% | -14.8% | -13.1% |
| 3M | -23.1% | +1.9% | -24.9% | -23.6% |
| 6M | +6.1% | -2.3% | +8.4% | +6.1% |
| YTD | +44.5% | +10.9% | +33.6% | +41.1% |
| 1Y | +176.6% | +14.5% | +162.1% | +167.5% |
| 3Y | +601.0% | +33.4% | +567.6% | +528.9% |
| 5Y | +509.1% | +67.3% | +441.8% | +403.6% |
| 10Y | +1,460.5% | +110.7% | +1,349.8% | +1,122.7% |
| All | +1,460.5% | +105.2% | +1,355.2% | +1,122.7% |
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