+1,150.1%
CIEN vs ET
+1,435.7%
-285.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | -17.2% | +6.9% | -24.1% | -19.0% |
| 3M | -26.9% | +13.1% | -39.9% | -29.8% |
| 6M | +16.0% | +18.7% | -2.7% | +9.4% |
| YTD | +45.9% | +37.4% | +8.5% | +31.2% |
| 1Y | +186.8% | +34.8% | +152.0% | +159.4% |
| 3Y | +607.8% | +96.8% | +511.0% | +475.4% |
| 5Y | +506.7% | +238.2% | +268.5% | +314.2% |
| 10Y | +1,438.7% | +159.4% | +1,279.3% | +929.4% |
| All | +1,150.1% | +1,435.7% | -285.5% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling