+174.5%
CIEN vs EWT
+99.0%
+75.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.7% | -1.0% |
| 7D | -15.2% | +4.0% | -19.1% | -19.1% |
| 30D | -21.5% | +10.3% | -31.8% | -29.6% |
| 3M | -40.1% | +6.1% | -46.2% | -44.3% |
| 6M | -6.6% | +56.6% | -63.2% | -46.8% |
| YTD | +37.3% | +76.6% | -39.3% | -34.4% |
| 1Y | +174.5% | +97.9% | +76.7% | +14.7% |
| All | +174.5% | +99.0% | +75.6% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling