+1,460.5%
CIEN vs EMB
+29.7%
+1,430.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.7% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -12.8% | -0.3% | -12.5% | -12.5% |
| 3M | -23.1% | -0.3% | -22.8% | -22.7% |
| 6M | +6.1% | +0.7% | +5.4% | +5.8% |
| YTD | +44.5% | +1.3% | +43.3% | +43.4% |
| 1Y | +176.6% | +4.7% | +171.9% | +164.8% |
| 3Y | +601.0% | +30.1% | +570.9% | +435.0% |
| 5Y | +509.1% | +6.9% | +502.3% | +471.1% |
| 10Y | +1,460.5% | +30.7% | +1,429.7% | +1,161.5% |
| All | +1,460.5% | +29.7% | +1,430.8% | +1,161.5% |
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