+157.6%
CIEN vs EWT
+82.5%
+75.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +1.9% |
| 7D | +5.4% | -1.1% | +6.5% | +6.6% |
| 30D | -13.7% | +4.8% | -18.5% | -18.0% |
| 3M | -23.0% | +11.1% | -34.2% | -32.1% |
| 6M | -0.8% | +54.6% | -55.5% | -43.1% |
| YTD | +43.1% | +71.4% | -28.4% | -29.2% |
| 1Y | +157.6% | +82.1% | +75.5% | +17.5% |
| All | +157.6% | +82.5% | +75.1% | +17.5% |
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