+176.6%
CIEN vs EIX
+13.6%
+163.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.8% |
| 7D | -4.6% | +4.1% | -8.6% | -4.6% |
| 30D | -12.8% | -15.3% | +2.5% | -12.3% |
| 3M | -23.1% | -18.4% | -4.6% | -23.2% |
| 6M | +6.1% | -16.8% | +22.9% | +5.4% |
| YTD | +44.5% | -0.6% | +45.1% | +48.9% |
| 1Y | +176.6% | +10.7% | +166.0% | +173.7% |
| All | +176.6% | +13.6% | +163.0% | +173.7% |
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