+1,431.9%
CIEN vs EMR
+274.4%
+1,157.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | +5.4% | -1.2% | +6.6% | +6.1% |
| 30D | -13.7% | -9.4% | -4.2% | -8.5% |
| 3M | -23.0% | +8.6% | -31.6% | -26.7% |
| 6M | -0.8% | +6.7% | -7.5% | -4.3% |
| YTD | +43.1% | +13.1% | +30.0% | +32.1% |
| 1Y | +157.6% | +12.7% | +144.9% | +138.4% |
| 3Y | +593.8% | +58.1% | +535.7% | +435.5% |
| 5Y | +520.6% | +63.6% | +456.9% | +364.9% |
| All | +1,431.9% | +274.4% | +1,157.5% | +603.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling