+1,431.9%
CIEN vs EWT
+512.3%
+919.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +1.3% |
| 7D | +5.4% | -1.1% | +6.5% | +6.4% |
| 30D | -13.7% | +4.8% | -18.5% | -17.1% |
| 3M | -23.0% | +11.1% | -34.2% | -29.7% |
| 6M | -0.8% | +54.6% | -55.5% | -32.2% |
| YTD | +43.1% | +71.4% | -28.4% | -10.1% |
| 1Y | +157.6% | +82.1% | +75.5% | +54.8% |
| 3Y | +593.8% | +193.2% | +400.6% | +188.2% |
| 5Y | +520.6% | +146.1% | +374.5% | +193.7% |
| All | +1,431.9% | +512.3% | +919.5% | +264.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling