+349.8%
CIEN vs EIX
+18.4%
+331.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -9.3% | +1.0% | -10.3% | -9.5% |
| 30D | -39.5% | +8.9% | -48.4% | -40.6% |
| 3M | -29.8% | -9.8% | -20.0% | -29.3% |
| 6M | -50.4% | -10.2% | -40.2% | -50.3% |
| YTD | +16.3% | +5.9% | +10.4% | +11.8% |
| 1Y | +30.4% | +10.9% | +19.5% | +23.5% |
| 3Y | +516.6% | +10.2% | +506.4% | +459.8% |
| 5Y | +349.8% | +17.0% | +332.7% | +292.6% |
| All | +349.8% | +18.4% | +331.3% | +292.6% |
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