+147.9%
CIEN vs EFX
+1,249.9%
-1,102.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +4.5% |
| 7D | -15.2% | -8.6% | -6.5% | -11.3% |
| 30D | -21.5% | +0.1% | -21.6% | -22.3% |
| 3M | -40.1% | +3.8% | -43.9% | -43.8% |
| 6M | -6.6% | -13.5% | +6.9% | -5.0% |
| YTD | +37.3% | -17.7% | +54.9% | +39.7% |
| 1Y | +174.5% | -25.6% | +200.1% | +192.6% |
| 3Y | +562.3% | -12.1% | +574.4% | +510.9% |
| 5Y | +463.9% | -33.8% | +497.8% | +489.9% |
| 10Y | +1,302.4% | +45.1% | +1,257.2% | +698.0% |
| All | +147.9% | +1,249.9% | -1,102.0% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling