+174.5%
CIEN vs ET
+31.4%
+143.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -15.2% | +0.9% | -16.1% | -15.1% |
| 30D | -21.5% | +7.5% | -29.0% | -21.0% |
| 3M | -40.1% | +11.4% | -51.5% | -39.6% |
| 6M | -6.6% | +18.5% | -25.1% | -6.4% |
| YTD | +37.3% | +37.4% | -0.1% | +34.5% |
| 1Y | +174.5% | +30.9% | +143.6% | +172.8% |
| All | +174.5% | +31.4% | +143.2% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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