-41.7%
CIEN vs EW
+6,974.1%
-7,015.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -15.2% | -0.3% | -14.8% | -15.0% |
| 30D | -21.5% | +1.0% | -22.5% | -21.8% |
| 3M | -40.1% | +2.8% | -42.9% | -40.9% |
| 6M | -6.6% | +5.5% | -12.1% | -8.9% |
| YTD | +37.3% | +5.5% | +31.8% | +33.8% |
| 1Y | +174.5% | +11.0% | +163.5% | +162.1% |
| 3Y | +562.3% | +17.7% | +544.6% | +489.7% |
| 5Y | +463.9% | -25.7% | +489.7% | +477.3% |
| 10Y | +1,302.4% | +132.8% | +1,169.6% | +813.6% |
| All | -41.7% | +6,974.1% | -7,015.8% | -89.5% |
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 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