+516.6%
CIEN vs EMR
+106.0%
+410.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +2.0% |
| 7D | -9.3% | +0.7% | -10.0% | -9.4% |
| 30D | -39.5% | +3.5% | -43.0% | -40.6% |
| 3M | -29.8% | +5.9% | -35.7% | -32.3% |
| 6M | -50.4% | +19.4% | -69.8% | -56.4% |
| YTD | +16.3% | +27.7% | -11.3% | -4.6% |
| 1Y | +30.4% | +30.9% | -0.6% | +5.4% |
| 3Y | +516.6% | +104.2% | +412.4% | +283.7% |
| All | +516.6% | +106.0% | +410.6% | +283.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling