+304.6%
CIEN vs ED
+80.7%
+223.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.8% | +4.9% |
| 7D | -24.1% | +1.6% | -25.8% | -23.7% |
| 30D | -45.5% | +13.3% | -58.8% | -44.1% |
| 3M | -39.7% | +9.7% | -49.4% | -38.5% |
| 6M | -57.8% | +12.8% | -70.6% | -56.8% |
| YTD | +4.1% | +22.3% | -18.2% | +7.2% |
| 1Y | +20.8% | +26.3% | -5.5% | +24.7% |
| 3Y | +463.1% | +45.0% | +418.1% | +445.0% |
| All | +304.6% | +80.7% | +223.9% | +268.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling