+40.3%
CIEN vs EIX
+9.5%
+30.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +27.4% | -1.5% | +28.8% | +27.3% |
| 30D | -26.6% | +8.1% | -34.7% | -26.7% |
| 3M | -32.0% | -12.1% | -19.8% | -31.5% |
| 6M | -49.1% | -13.4% | -35.6% | -49.8% |
| YTD | +25.7% | +5.6% | +20.1% | +39.4% |
| 1Y | +40.3% | +7.8% | +32.5% | +57.8% |
| All | +40.3% | +9.5% | +30.8% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling