+147.9%
CIEN vs ETR
+2,537.7%
-2,389.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -15.2% | +1.4% | -16.6% | -15.7% |
| 30D | -21.5% | +1.0% | -22.5% | -21.8% |
| 3M | -40.1% | -1.3% | -38.8% | -39.9% |
| 6M | -6.6% | +1.9% | -8.5% | -7.1% |
| YTD | +37.3% | +18.2% | +19.1% | +29.9% |
| 1Y | +174.5% | +24.7% | +149.9% | +155.4% |
| 3Y | +562.3% | +150.7% | +411.6% | +384.4% |
| 5Y | +463.9% | +127.0% | +336.9% | +322.4% |
| 10Y | +1,302.4% | +295.5% | +1,006.9% | +765.9% |
| All | +147.9% | +2,537.7% | -2,389.8% | +90.4% |
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