+174.5%
CIEN vs EFA
+23.1%
+151.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | -15.2% | +0.6% | -15.8% | -16.3% |
| 30D | -21.5% | +0.9% | -22.3% | -22.6% |
| 3M | -40.1% | +4.9% | -44.9% | -45.0% |
| 6M | -6.6% | +8.6% | -15.1% | -18.9% |
| YTD | +37.3% | +14.6% | +22.6% | +4.6% |
| 1Y | +174.5% | +22.6% | +151.9% | +84.2% |
| All | +174.5% | +23.1% | +151.4% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling