-44.9%
CIEN vs EWT
+502.5%
-547.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | +15.3% | +9.1% | +6.1% | +7.4% |
| 30D | -22.0% | -12.2% | -9.8% | -11.5% |
| 3M | -36.6% | -9.4% | -27.2% | -29.7% |
| 6M | -51.5% | +2.7% | -54.1% | -51.3% |
| YTD | +20.0% | +53.3% | -33.3% | -13.0% |
| 1Y | +44.5% | +59.2% | -14.7% | +1.9% |
| 3Y | +539.0% | +157.1% | +381.9% | +209.5% |
| 5Y | +356.8% | +119.6% | +237.2% | +151.2% |
| 10Y | +1,190.4% | +446.9% | +743.5% | +227.8% |
| All | -44.9% | +502.5% | -547.4% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling