+598.9%
CIEN vs EWT
+200.1%
+398.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.9% |
| 7D | -5.3% | +1.6% | -6.9% | -7.1% |
| 30D | -17.2% | +8.2% | -25.4% | -23.8% |
| 3M | -26.9% | +11.1% | -37.9% | -34.7% |
| 6M | +16.0% | +60.4% | -44.4% | -30.7% |
| YTD | +45.9% | +75.6% | -29.6% | -20.6% |
| 1Y | +186.8% | +91.3% | +95.5% | +43.7% |
| All | +598.9% | +200.1% | +398.9% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling