+176.6%
CIEN vs EMR
+15.1%
+161.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.1% |
| 7D | -4.6% | +0.9% | -5.5% | -5.3% |
| 30D | -12.8% | -5.0% | -7.9% | -9.7% |
| 3M | -23.1% | +5.9% | -29.0% | -26.2% |
| 6M | +6.1% | +7.3% | -1.2% | -0.4% |
| YTD | +44.5% | +14.6% | +30.0% | +27.9% |
| 1Y | +176.6% | +15.6% | +161.0% | +142.9% |
| All | +176.6% | +15.1% | +161.5% | +142.9% |
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