+164.3%
CIEN vs EFA
+392.1%
-227.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +7.0% |
| 7D | -5.3% | +1.2% | -6.5% | -6.8% |
| 30D | -17.2% | -0.7% | -16.5% | -16.5% |
| 3M | -26.9% | +6.4% | -33.3% | -32.0% |
| 6M | +16.0% | +11.4% | +4.6% | +3.3% |
| YTD | +45.9% | +14.0% | +31.9% | +26.9% |
| 1Y | +186.8% | +20.2% | +166.6% | +135.6% |
| 3Y | +607.8% | +68.2% | +539.6% | +293.3% |
| 5Y | +506.7% | +54.8% | +451.9% | +271.5% |
| 10Y | +1,438.7% | +142.4% | +1,296.3% | +437.8% |
| All | +164.3% | +392.1% | -227.8% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling