+607.8%
CIEN vs EMB
+30.2%
+577.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.6% |
| 7D | -5.3% | +0.3% | -5.6% | -6.0% |
| 30D | -17.2% | -0.5% | -16.8% | -16.3% |
| 3M | -26.9% | +0.3% | -27.2% | -27.3% |
| 6M | +16.0% | +1.2% | +14.8% | +14.0% |
| YTD | +45.9% | +1.5% | +44.5% | +43.0% |
| 1Y | +186.8% | +4.8% | +182.0% | +166.1% |
| 3Y | +607.8% | +30.4% | +577.4% | +419.0% |
| All | +607.8% | +30.2% | +577.6% | +419.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling