+592.2%
CIEN vs EFX
-12.7%
+604.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -4.6% | -9.4% | +4.8% | -4.0% |
| 30D | -12.8% | -6.9% | -5.9% | -12.6% |
| 3M | -23.1% | +0.1% | -23.2% | -24.1% |
| 6M | +6.1% | -17.3% | +23.4% | +9.2% |
| YTD | +44.5% | -21.8% | +66.4% | +49.8% |
| 1Y | +176.6% | -32.5% | +209.2% | +202.3% |
| All | +592.2% | -12.7% | +604.9% | +562.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling