+1,146.8%
CIEN vs EMB
+36.5%
+1,110.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.3% | -4.3% |
| 7D | +15.3% | -0.9% | +16.2% | +16.7% |
| 30D | -22.0% | +0.4% | -22.3% | -22.4% |
| 3M | -36.6% | -3.1% | -33.5% | -34.0% |
| 6M | -51.5% | -2.1% | -49.4% | -50.0% |
| YTD | +20.0% | -1.1% | +21.0% | +22.7% |
| 1Y | +44.5% | -0.1% | +44.5% | +46.1% |
| 3Y | +539.0% | +29.6% | +509.5% | +389.5% |
| 5Y | +356.8% | +7.2% | +349.6% | +329.6% |
| All | +1,146.8% | +36.5% | +1,110.4% | +871.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling