+127.0%
CIEN vs ENB
+4,896.6%
-4,769.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +27.4% | 0.0% | +27.4% | +27.3% |
| 30D | -26.6% | +1.4% | -27.9% | -27.1% |
| 3M | -32.0% | -5.2% | -26.8% | -30.6% |
| 6M | -49.1% | -9.9% | -39.1% | -47.1% |
| YTD | +25.7% | +4.7% | +21.1% | +22.3% |
| 1Y | +40.3% | +2.8% | +37.6% | +37.6% |
| 3Y | +566.2% | +71.3% | +494.9% | +415.4% |
| 5Y | +378.7% | +58.6% | +320.1% | +280.3% |
| 10Y | +1,252.3% | +108.5% | +1,143.8% | +799.9% |
| All | +127.0% | +4,896.6% | -4,769.5% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling