+128.6%
CIEN vs ENB
+4,875.8%
-4,747.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +8.7% | -1.8% | +10.5% | +9.7% |
| 30D | -26.9% | +2.0% | -29.0% | -27.6% |
| 3M | -23.6% | -5.8% | -17.8% | -21.9% |
| 6M | -49.1% | -9.7% | -39.4% | -47.2% |
| YTD | +26.6% | +4.2% | +22.4% | +23.4% |
| 1Y | +42.7% | +3.2% | +39.5% | +39.7% |
| 3Y | +570.8% | +70.6% | +500.2% | +419.9% |
| 5Y | +386.4% | +55.1% | +331.3% | +290.1% |
| 10Y | +1,261.7% | +107.6% | +1,154.1% | +807.9% |
| All | +128.6% | +4,875.8% | -4,747.2% | -16.6% |
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