+607.8%
CIEN vs ENB
+79.6%
+528.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.1% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | -17.2% | -0.2% | -17.0% | -17.3% |
| 3M | -26.9% | -7.5% | -19.4% | -25.4% |
| 6M | +16.0% | -4.1% | +20.2% | +17.0% |
| YTD | +45.9% | +9.8% | +36.1% | +42.6% |
| 1Y | +186.8% | +8.7% | +178.1% | +180.6% |
| 3Y | +607.8% | +79.0% | +528.8% | +473.2% |
| All | +607.8% | +79.6% | +528.2% | +473.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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