+163.5%
CIEN vs EWJ
+241.1%
-77.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.6% |
| 7D | -5.3% | +2.9% | -8.2% | -8.1% |
| 30D | -17.2% | +1.1% | -18.3% | -18.0% |
| 3M | -26.9% | +7.1% | -34.0% | -31.0% |
| 6M | +16.0% | +16.2% | -0.2% | +2.3% |
| YTD | +45.9% | +22.0% | +23.9% | +23.1% |
| 1Y | +186.8% | +26.2% | +160.6% | +135.1% |
| 3Y | +607.8% | +73.5% | +534.3% | +333.0% |
| 5Y | +506.7% | +52.7% | +454.0% | +319.8% |
| 10Y | +1,438.7% | +138.5% | +1,300.2% | +600.6% |
| All | +163.5% | +241.1% | -77.5% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling