+147.9%
CIEN vs ED
+1,239.7%
-1,091.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.5% |
| 7D | -15.2% | -0.2% | -15.0% | -15.2% |
| 30D | -21.5% | -0.1% | -21.3% | -21.5% |
| 3M | -40.1% | +3.9% | -44.0% | -41.0% |
| 6M | -6.6% | -3.0% | -3.5% | -6.4% |
| YTD | +37.3% | +10.7% | +26.6% | +32.6% |
| 1Y | +174.5% | +13.3% | +161.2% | +162.3% |
| 3Y | +562.3% | +34.5% | +527.8% | +483.6% |
| 5Y | +463.9% | +67.1% | +396.8% | +360.1% |
| 10Y | +1,302.4% | +103.0% | +1,199.3% | +945.3% |
| All | +147.9% | +1,239.7% | -1,091.8% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling