+87.9%
CIEN vs ED
+1,380.4%
-1,292.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.8% | +6.0% |
| 7D | -24.1% | +1.6% | -25.8% | -24.6% |
| 30D | -45.5% | +13.3% | -58.8% | -47.5% |
| 3M | -39.7% | +9.7% | -49.4% | -41.5% |
| 6M | -57.8% | +12.8% | -70.6% | -59.5% |
| YTD | +4.1% | +22.3% | -18.2% | -2.5% |
| 1Y | +20.8% | +26.3% | -5.5% | +12.0% |
| 3Y | +463.1% | +45.0% | +418.1% | +385.9% |
| 5Y | +302.3% | +80.2% | +222.1% | +221.2% |
| 10Y | +1,164.4% | +129.9% | +1,034.5% | +807.3% |
| All | +87.9% | +1,380.4% | -1,292.5% | +0.3% |
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