+506.7%
CIEN vs EW
-28.5%
+535.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.5% | +9.9% | +7.2% |
| 7D | -5.3% | -4.4% | -0.9% | -4.2% |
| 30D | -17.2% | -3.3% | -13.9% | -16.7% |
| 3M | -26.9% | +1.0% | -27.9% | -27.5% |
| 6M | +16.0% | +6.2% | +9.8% | +13.3% |
| YTD | +45.9% | +1.7% | +44.2% | +44.3% |
| 1Y | +186.8% | +8.1% | +178.7% | +178.7% |
| 3Y | +607.8% | +17.1% | +590.7% | +536.8% |
| 5Y | +506.7% | -29.4% | +536.1% | +531.1% |
| All | +506.7% | -28.5% | +535.2% | +531.1% |
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