+48.9%
CIEN vs EOSE
-85.5%
+134.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +12.6% | -21.9% | -12.1% |
| 7D | -25.0% | +9.7% | -34.8% | -26.8% |
| 30D | -30.1% | -34.6% | +4.4% | -24.0% |
| 3M | -33.8% | -50.8% | +17.0% | -24.0% |
| 6M | -49.4% | -66.5% | +17.0% | -38.7% |
| YTD | +16.4% | -81.3% | +97.7% | +48.5% |
| 1Y | +48.9% | -84.8% | +133.7% | +100.6% |
| All | +48.9% | -85.5% | +134.4% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling