+543.5%
CIEN vs EWT
+149.5%
+394.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +2.6% |
| 7D | +8.9% | -1.1% | +10.0% | +10.1% |
| 30D | -19.1% | +4.5% | -23.6% | -22.6% |
| 3M | -21.5% | +8.3% | -29.7% | -27.4% |
| 6M | +2.8% | +54.2% | -51.4% | -33.8% |
| YTD | +49.5% | +74.6% | -25.1% | -14.6% |
| 1Y | +163.8% | +84.9% | +78.9% | +43.4% |
| 3Y | +615.8% | +197.5% | +418.3% | +156.6% |
| All | +543.5% | +149.5% | +394.0% | +176.8% |
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