+520.6%
CIEN vs ET
+241.7%
+278.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +5.4% | +1.4% | +4.0% | +4.7% |
| 30D | -13.7% | +4.6% | -18.2% | -15.5% |
| 3M | -23.0% | +16.0% | -39.1% | -28.7% |
| 6M | -0.8% | +22.8% | -23.6% | -10.9% |
| YTD | +43.1% | +38.9% | +4.2% | +20.3% |
| 1Y | +157.6% | +34.1% | +123.5% | +120.4% |
| 3Y | +593.8% | +98.8% | +495.0% | +422.5% |
| 5Y | +520.6% | +246.8% | +273.8% | +311.3% |
| All | +520.6% | +241.7% | +278.9% | +311.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling