+506.7%
CIEN vs ED
+71.7%
+435.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.4% |
| 7D | -5.3% | +0.5% | -5.8% | -5.2% |
| 30D | -17.2% | +1.1% | -18.3% | -17.1% |
| 3M | -26.9% | +4.6% | -31.5% | -26.6% |
| 6M | +16.0% | -2.0% | +18.0% | +16.0% |
| YTD | +45.9% | +11.7% | +34.2% | +47.3% |
| 1Y | +186.8% | +15.7% | +171.1% | +189.8% |
| 3Y | +607.8% | +34.4% | +573.4% | +568.7% |
| 5Y | +506.7% | +67.3% | +439.4% | +449.4% |
| All | +506.7% | +71.7% | +435.1% | +449.4% |
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