+742.0%
CIEN vs EMB
+128.3%
+613.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.7% |
| 7D | +8.7% | -0.4% | +9.1% | +9.3% |
| 30D | -26.9% | +1.5% | -28.4% | -27.9% |
| 3M | -23.6% | -1.6% | -22.0% | -22.4% |
| 6M | -49.1% | -1.5% | -47.6% | -48.3% |
| YTD | +26.6% | -0.1% | +26.7% | +27.6% |
| 1Y | +42.7% | +0.5% | +42.2% | +43.2% |
| 3Y | +570.8% | +30.2% | +540.6% | +448.9% |
| 5Y | +386.4% | +8.6% | +377.9% | +357.3% |
| 10Y | +1,261.7% | +36.9% | +1,224.9% | +1,006.4% |
| All | +742.0% | +128.3% | +613.6% | +514.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling