+1,206.6%
CIEN vs EIX
+34.9%
+1,171.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +27.4% | -1.5% | +28.8% | +27.8% |
| 30D | -26.6% | +8.1% | -34.7% | -28.0% |
| 3M | -32.0% | -12.1% | -19.8% | -30.9% |
| 6M | -49.1% | -13.4% | -35.6% | -48.4% |
| YTD | +25.7% | +5.6% | +20.1% | +21.2% |
| 1Y | +40.3% | +7.8% | +32.5% | +34.4% |
| 3Y | +566.2% | +9.8% | +556.4% | +521.1% |
| 5Y | +378.7% | +18.8% | +359.9% | +332.9% |
| All | +1,206.6% | +34.9% | +1,171.7% | +1,039.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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