+1,431.9%
CIEN vs ETR
+298.4%
+1,133.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | +5.4% | -1.9% | +7.3% | +6.3% |
| 30D | -13.7% | -0.2% | -13.5% | -13.6% |
| 3M | -23.0% | -3.7% | -19.3% | -21.7% |
| 6M | -0.8% | +2.1% | -2.9% | -1.7% |
| YTD | +43.1% | +16.5% | +26.6% | +34.2% |
| 1Y | +157.6% | +22.5% | +135.1% | +136.7% |
| 3Y | +593.8% | +144.7% | +449.2% | +374.3% |
| 5Y | +520.6% | +125.2% | +395.4% | +333.8% |
| All | +1,431.9% | +298.4% | +1,133.5% | +837.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling