+539.0%
CIEN vs EME
+216.1%
+322.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.1% |
| 7D | +15.3% | +8.4% | +6.9% | +7.9% |
| 30D | -22.0% | -11.5% | -10.5% | -12.4% |
| 3M | -36.6% | -20.6% | -16.0% | -21.6% |
| 6M | -51.5% | -28.5% | -23.0% | -34.8% |
| YTD | +20.0% | +8.0% | +11.9% | +19.8% |
| 1Y | +44.5% | +6.8% | +37.7% | +45.9% |
| 3Y | +539.0% | +213.9% | +325.1% | +258.1% |
| All | +539.0% | +216.1% | +322.9% | +258.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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