+378.7%
CIEN vs EWT
+119.7%
+259.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +2.5% |
| 7D | +27.4% | +13.2% | +14.1% | +11.7% |
| 30D | -26.6% | -14.3% | -12.3% | -12.0% |
| 3M | -32.0% | -8.4% | -23.5% | -23.7% |
| 6M | -49.1% | +3.7% | -52.8% | -49.7% |
| YTD | +25.7% | +53.1% | -27.4% | -16.3% |
| 1Y | +40.3% | +55.5% | -15.2% | -7.7% |
| 3Y | +566.2% | +155.6% | +410.5% | +181.1% |
| 5Y | +378.7% | +119.3% | +259.4% | +146.5% |
| All | +378.7% | +119.7% | +259.0% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling