+110.1%
CIEN vs ED
+1,389.4%
-1,279.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.9% |
| 7D | -9.3% | +2.1% | -11.4% | -9.9% |
| 30D | -39.5% | +12.4% | -51.9% | -41.6% |
| 3M | -29.8% | +13.1% | -42.9% | -32.4% |
| 6M | -50.4% | +14.1% | -64.4% | -52.5% |
| YTD | +16.3% | +23.1% | -6.7% | +8.9% |
| 1Y | +30.4% | +25.4% | +4.9% | +21.1% |
| 3Y | +516.6% | +47.9% | +468.7% | +428.9% |
| 5Y | +349.8% | +81.9% | +267.9% | +258.2% |
| 10Y | +1,184.7% | +141.3% | +1,043.4% | +808.7% |
| All | +110.1% | +1,389.4% | -1,279.3% | +12.0% |
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