+48.9%
CIEN vs ET
+24.7%
+24.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.5% | -5.8% | -8.9% |
| 7D | -25.0% | -6.0% | -19.0% | -24.6% |
| 30D | -30.1% | -6.1% | -24.1% | -29.9% |
| 3M | -33.8% | -2.7% | -31.1% | -33.2% |
| 6M | -49.4% | +0.2% | -49.7% | -48.8% |
| YTD | +16.4% | +24.3% | -7.9% | +23.6% |
| 1Y | +48.9% | +26.4% | +22.5% | +55.1% |
| All | +48.9% | +24.7% | +24.1% | +55.1% |
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