+147.9%
CIEN vs EIX
+586.4%
-438.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -15.2% | -19.1% | +3.9% | -11.6% |
| 30D | -21.5% | -16.9% | -4.6% | -18.9% |
| 3M | -40.1% | -20.0% | -20.1% | -37.8% |
| 6M | -6.6% | -21.3% | +14.8% | -2.3% |
| YTD | +37.3% | -1.7% | +39.0% | +34.9% |
| 1Y | +174.5% | +9.6% | +165.0% | +161.4% |
| 3Y | +562.3% | -3.7% | +565.9% | +541.0% |
| 5Y | +463.9% | +22.6% | +441.3% | +406.9% |
| 10Y | +1,302.4% | +17.7% | +1,284.7% | +1,111.8% |
| All | +147.9% | +586.4% | -438.5% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling