+176.6%
CIEN vs EW
+7.5%
+169.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | -4.6% | -5.1% | +0.5% | -4.0% |
| 30D | -12.8% | -6.4% | -6.5% | -12.2% |
| 3M | -23.1% | -1.6% | -21.5% | -23.4% |
| 6M | +6.1% | +2.3% | +3.8% | +4.5% |
| YTD | +44.5% | +1.1% | +43.4% | +42.7% |
| 1Y | +176.6% | +8.0% | +168.6% | +173.5% |
| All | +176.6% | +7.5% | +169.1% | +173.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling