+128.6%
CIEN vs EMR
+1,335.6%
-1,207.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +9.0% |
| 7D | +8.7% | -2.0% | +10.7% | +10.9% |
| 30D | -26.9% | +2.8% | -29.7% | -27.8% |
| 3M | -23.6% | +2.0% | -25.6% | -24.0% |
| 6M | -49.1% | +20.7% | -69.8% | -55.2% |
| YTD | +26.6% | +27.3% | -0.7% | +6.4% |
| 1Y | +42.7% | +31.0% | +11.7% | +18.0% |
| 3Y | +570.8% | +103.6% | +467.2% | +304.7% |
| 5Y | +386.4% | +88.6% | +297.9% | +203.9% |
| 10Y | +1,261.7% | +280.6% | +981.1% | +351.3% |
| All | +128.6% | +1,335.6% | -1,207.0% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling