+515.9%
CIEN vs EQT
+197.4%
+318.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +5.4% | -1.2% | +6.6% | +5.6% |
| 30D | -13.7% | +1.1% | -14.8% | -13.9% |
| 3M | -23.0% | +4.8% | -27.8% | -24.0% |
| 6M | -0.8% | -10.6% | +9.8% | +1.1% |
| YTD | +43.1% | +3.4% | +39.6% | +41.2% |
| 1Y | +157.6% | +8.7% | +149.0% | +150.7% |
| 3Y | +593.8% | +35.0% | +558.9% | +548.9% |
| All | +515.9% | +197.4% | +318.6% | +438.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling