+463.1%
CIEN vs EW
+51.9%
+411.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.1% | +5.3% |
| 7D | -24.1% | +11.0% | -35.1% | -25.1% |
| 30D | -45.5% | +19.1% | -64.6% | -46.7% |
| 3M | -39.7% | +14.4% | -54.1% | -40.8% |
| 6M | -57.8% | +22.8% | -80.6% | -59.2% |
| YTD | +4.1% | +19.8% | -15.7% | +1.0% |
| 1Y | +20.8% | +23.9% | -3.1% | +16.7% |
| 3Y | +463.1% | +52.2% | +410.9% | +413.9% |
| All | +463.1% | +51.9% | +411.2% | +413.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling