+1,184.7%
CIEN vs EW
+234.0%
+950.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -9.3% | +9.3% | -18.6% | -12.1% |
| 30D | -39.5% | +22.1% | -61.6% | -43.5% |
| 3M | -29.8% | +13.0% | -42.8% | -33.0% |
| 6M | -50.4% | +30.1% | -80.4% | -55.2% |
| YTD | +16.3% | +22.0% | -5.7% | +7.5% |
| 1Y | +30.4% | +23.7% | +6.6% | +19.9% |
| 3Y | +516.6% | +62.0% | +454.6% | +382.1% |
| 5Y | +349.8% | -12.4% | +362.2% | +340.2% |
| 10Y | +1,184.7% | +236.1% | +948.6% | +620.8% |
| All | +1,184.7% | +234.0% | +950.7% | +620.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling