+1,500.5%
CIEN vs EWJ
+144.4%
+1,356.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +2.0% |
| 7D | +8.9% | +0.3% | +8.6% | +8.6% |
| 30D | -19.1% | +0.8% | -19.9% | -19.8% |
| 3M | -21.5% | +7.5% | -29.0% | -26.9% |
| 6M | +2.8% | +15.6% | -12.8% | -10.6% |
| YTD | +49.5% | +22.7% | +26.7% | +22.5% |
| 1Y | +163.8% | +26.4% | +137.4% | +110.4% |
| 3Y | +615.8% | +72.5% | +543.3% | +318.1% |
| 5Y | +548.4% | +52.4% | +495.9% | +324.3% |
| All | +1,500.5% | +144.4% | +1,356.0% | +520.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling