+539.0%
CIEN vs EWT
+157.5%
+381.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | +15.3% | +9.1% | +6.1% | +4.5% |
| 30D | -22.0% | -12.2% | -9.8% | -8.3% |
| 3M | -36.6% | -9.4% | -27.2% | -27.7% |
| 6M | -51.5% | +2.7% | -54.1% | -51.7% |
| YTD | +20.0% | +53.3% | -33.3% | -22.8% |
| 1Y | +44.5% | +59.2% | -14.7% | -10.4% |
| 3Y | +539.0% | +157.1% | +381.9% | +167.9% |
| All | +539.0% | +157.5% | +381.6% | +167.9% |
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