+128.6%
CIEN vs EIX
+636.4%
-507.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +8.9% |
| 7D | +8.7% | -2.5% | +11.3% | +9.5% |
| 30D | -26.9% | +7.7% | -34.6% | -28.4% |
| 3M | -23.6% | -12.9% | -10.8% | -22.2% |
| 6M | -49.1% | -12.7% | -36.4% | -48.4% |
| YTD | +26.6% | +5.5% | +21.1% | +21.9% |
| 1Y | +42.7% | +9.4% | +33.4% | +35.9% |
| 3Y | +570.8% | +9.7% | +561.1% | +526.6% |
| 5Y | +386.4% | +16.9% | +369.5% | +342.7% |
| 10Y | +1,261.7% | +34.3% | +1,227.5% | +1,034.7% |
| All | +128.6% | +636.4% | -507.8% | +11.7% |
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 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