+592.2%
CIEN vs EWJ
+70.3%
+521.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | +0.3% |
| 7D | -4.6% | +1.0% | -5.6% | -6.1% |
| 30D | -12.8% | +1.0% | -13.8% | -13.8% |
| 3M | -23.1% | +7.2% | -30.3% | -29.0% |
| 6M | +6.1% | +13.9% | -7.8% | -7.9% |
| YTD | +44.5% | +20.8% | +23.7% | +17.9% |
| 1Y | +176.6% | +26.4% | +150.2% | +115.5% |
| All | +592.2% | +70.3% | +521.9% | +293.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling