+147.9%
CIEN vs EME
+20,679.1%
-20,531.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.2% |
| 7D | -15.2% | +1.9% | -17.1% | -16.1% |
| 30D | -21.5% | -8.3% | -13.2% | -17.7% |
| 3M | -40.1% | -10.7% | -29.3% | -36.1% |
| 6M | -6.6% | +1.9% | -8.5% | -5.8% |
| YTD | +37.3% | +23.5% | +13.8% | +25.8% |
| 1Y | +174.5% | +18.0% | +156.6% | +155.5% |
| 3Y | +562.3% | +236.1% | +326.2% | +270.5% |
| 5Y | +463.9% | +527.9% | -63.9% | +128.1% |
| 10Y | +1,302.4% | +1,252.8% | +49.6% | +254.2% |
| All | +147.9% | +20,679.1% | -20,531.2% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling