+174.5%
CIEN vs EMR
+19.4%
+155.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | -0.1% |
| 7D | -15.2% | -1.5% | -13.7% | -14.3% |
| 30D | -21.5% | -5.6% | -15.9% | -18.3% |
| 3M | -40.1% | +7.9% | -48.0% | -43.2% |
| 6M | -6.6% | +6.0% | -12.6% | -12.0% |
| YTD | +37.3% | +16.4% | +20.8% | +20.2% |
| 1Y | +174.5% | +16.6% | +157.9% | +139.4% |
| All | +174.5% | +19.4% | +155.1% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling