+304.6%
CIEN vs EW
-14.5%
+319.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.1% | +5.2% |
| 7D | -24.1% | +11.0% | -35.1% | -26.1% |
| 30D | -45.5% | +19.1% | -64.6% | -47.8% |
| 3M | -39.7% | +14.4% | -54.1% | -41.9% |
| 6M | -57.8% | +22.8% | -80.6% | -60.3% |
| YTD | +4.1% | +19.8% | -15.7% | -1.3% |
| 1Y | +20.8% | +23.9% | -3.1% | +13.6% |
| 3Y | +463.1% | +52.2% | +410.9% | +369.0% |
| All | +304.6% | -14.5% | +319.0% | +314.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling