+116.6%
CIEN vs EWJ
+219.5%
-102.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.9% |
| 7D | +15.3% | +4.0% | +11.3% | +11.3% |
| 30D | -22.0% | -4.3% | -17.7% | -17.7% |
| 3M | -36.6% | -6.8% | -29.8% | -31.2% |
| 6M | -51.5% | -0.9% | -50.6% | -49.8% |
| YTD | +20.0% | +14.3% | +5.7% | +9.5% |
| 1Y | +44.5% | +15.3% | +29.2% | +30.9% |
| 3Y | +539.0% | +65.6% | +473.4% | +315.5% |
| 5Y | +356.8% | +47.5% | +309.4% | +232.8% |
| 10Y | +1,190.4% | +126.2% | +1,064.2% | +528.1% |
| All | +116.6% | +219.5% | -102.9% | -23.1% |
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