+116.6%
CIEN vs ETR
+2,649.8%
-2,533.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | +15.3% | +1.2% | +14.1% | +14.8% |
| 30D | -22.0% | +7.0% | -29.0% | -24.0% |
| 3M | -36.6% | +4.6% | -41.2% | -37.7% |
| 6M | -51.5% | +0.1% | -51.6% | -51.5% |
| YTD | +20.0% | +23.2% | -3.2% | +11.9% |
| 1Y | +44.5% | +20.6% | +23.9% | +35.8% |
| 3Y | +539.0% | +156.3% | +382.8% | +364.1% |
| 5Y | +356.8% | +159.6% | +197.2% | +227.3% |
| 10Y | +1,190.4% | +377.1% | +813.3% | +652.2% |
| All | +116.6% | +2,649.8% | -2,533.2% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling