+585.2%
CIEN vs EOSE
+44.0%
+541.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -0.5% |
| 7D | +5.4% | +14.0% | -8.6% | +3.6% |
| 30D | -13.7% | -5.9% | -7.8% | -13.3% |
| 3M | -23.0% | -34.3% | +11.2% | -20.2% |
| 6M | -0.8% | -37.8% | +36.9% | +2.4% |
| YTD | +43.1% | -65.2% | +108.2% | +53.7% |
| 1Y | +157.6% | -41.9% | +199.6% | +164.2% |
| All | +585.2% | +44.0% | +541.1% | +539.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling