+174.5%
CIEN vs ETR
+23.8%
+150.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | -15.2% | +1.4% | -16.6% | -16.4% |
| 30D | -21.5% | +1.0% | -22.5% | -22.2% |
| 3M | -40.1% | -1.3% | -38.8% | -39.7% |
| 6M | -6.6% | +1.9% | -8.5% | -9.0% |
| YTD | +37.3% | +18.2% | +19.1% | +16.8% |
| 1Y | +174.5% | +24.7% | +149.9% | +130.7% |
| All | +174.5% | +23.8% | +150.7% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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