+506.7%
CIEN vs EIX
+28.1%
+478.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.5% | +1.8% | +5.4% |
| 7D | -5.3% | +0.9% | -6.2% | -5.5% |
| 30D | -17.2% | -13.5% | -3.7% | -15.7% |
| 3M | -26.9% | -15.3% | -11.6% | -25.6% |
| 6M | +16.0% | -15.3% | +31.3% | +18.2% |
| YTD | +45.9% | +2.7% | +43.2% | +41.4% |
| 1Y | +186.8% | +17.4% | +169.4% | +166.9% |
| 3Y | +607.8% | -1.3% | +609.1% | +568.2% |
| 5Y | +506.7% | +27.2% | +479.5% | +423.8% |
| All | +506.7% | +28.1% | +478.6% | +423.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling