+463.1%
CIEN vs ED
+44.5%
+418.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.8% | +3.7% |
| 7D | -24.1% | +1.6% | -25.8% | -22.8% |
| 30D | -45.5% | +13.3% | -58.8% | -40.1% |
| 3M | -39.7% | +9.7% | -49.4% | -35.2% |
| 6M | -57.8% | +12.8% | -70.6% | -53.6% |
| YTD | +4.1% | +22.3% | -18.2% | +20.3% |
| 1Y | +20.8% | +26.3% | -5.5% | +43.0% |
| 3Y | +463.1% | +45.0% | +418.1% | +558.9% |
| All | +463.1% | +44.5% | +418.6% | +558.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling