+520.6%
CIEN vs EWJ
+47.6%
+473.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | +5.4% | -1.5% | +6.9% | +7.3% |
| 30D | -13.7% | +0.2% | -13.8% | -13.7% |
| 3M | -23.0% | +8.6% | -31.6% | -29.7% |
| 6M | -0.8% | +12.1% | -13.0% | -11.8% |
| YTD | +43.1% | +20.1% | +23.0% | +18.5% |
| 1Y | +157.6% | +25.2% | +132.5% | +104.7% |
| 3Y | +593.8% | +70.8% | +523.1% | +298.0% |
| 5Y | +520.6% | +49.2% | +471.4% | +270.7% |
| All | +520.6% | +47.6% | +473.0% | +270.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling