+1,500.5%
CIEN vs EFA
+146.6%
+1,353.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +3.4% |
| 7D | +8.9% | -1.5% | +10.4% | +10.8% |
| 30D | -19.1% | -1.7% | -17.4% | -17.5% |
| 3M | -21.5% | +3.5% | -25.0% | -24.2% |
| 6M | +2.8% | +9.5% | -6.7% | -6.0% |
| YTD | +49.5% | +12.9% | +36.6% | +32.8% |
| 1Y | +163.8% | +18.2% | +145.6% | +124.5% |
| 3Y | +615.8% | +64.8% | +551.0% | +334.3% |
| 5Y | +548.4% | +53.9% | +494.5% | +321.0% |
| All | +1,500.5% | +146.6% | +1,353.9% | +512.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling