-46.3%
CIEN vs EW
+8,226.0%
-8,272.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +8.2% |
| 7D | +8.7% | +6.5% | +2.3% | +6.5% |
| 30D | -26.9% | +22.5% | -49.4% | -31.9% |
| 3M | -23.6% | +13.0% | -36.6% | -27.1% |
| 6M | -49.1% | +37.1% | -86.2% | -54.9% |
| YTD | +26.6% | +24.1% | +2.5% | +16.1% |
| 1Y | +42.7% | +24.2% | +18.5% | +30.9% |
| 3Y | +570.8% | +64.8% | +506.0% | +429.6% |
| 5Y | +386.4% | -7.4% | +393.9% | +360.1% |
| 10Y | +1,261.7% | +248.8% | +1,012.9% | +675.8% |
| All | -46.3% | +8,226.0% | -8,272.3% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling