+147.9%
CIEN vs ENB
+5,102.2%
-4,954.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | -15.2% | -0.2% | -15.0% | -15.1% |
| 30D | -21.5% | -2.2% | -19.2% | -20.8% |
| 3M | -40.1% | -10.5% | -29.6% | -37.4% |
| 6M | -6.6% | -5.1% | -1.5% | -4.7% |
| YTD | +37.3% | +9.0% | +28.3% | +31.5% |
| 1Y | +174.5% | +8.2% | +166.3% | +163.4% |
| 3Y | +562.3% | +67.8% | +494.5% | +417.2% |
| 5Y | +463.9% | +69.4% | +394.6% | +335.8% |
| 10Y | +1,302.4% | +117.5% | +1,184.8% | +814.5% |
| All | +147.9% | +5,102.2% | -4,954.3% | -11.1% |
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