+771.7%
CIEN vs EOSE
-57.1%
+828.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.8% | -4.5% | +5.3% |
| 7D | -5.3% | +41.4% | -46.7% | -8.6% |
| 30D | -17.2% | +3.6% | -20.9% | -17.7% |
| 3M | -26.9% | -35.7% | +8.9% | -24.5% |
| 6M | +16.0% | -29.9% | +45.9% | +17.8% |
| YTD | +45.9% | -62.5% | +108.4% | +53.9% |
| 1Y | +186.8% | -37.4% | +224.2% | +188.8% |
| 3Y | +607.8% | +55.8% | +552.0% | +523.3% |
| 5Y | +506.7% | -67.8% | +574.6% | +403.6% |
| All | +771.7% | -57.1% | +828.9% | +681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling