+1,500.5%
CIEN vs EWZ
+94.8%
+1,405.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.4% | +4.8% |
| 7D | +8.9% | +0.9% | +8.0% | +8.6% |
| 30D | -19.1% | +12.8% | -31.9% | -22.4% |
| 3M | -21.5% | +10.8% | -32.2% | -24.2% |
| 6M | +2.8% | +2.5% | +0.3% | +2.2% |
| YTD | +49.5% | +21.4% | +28.1% | +41.4% |
| 1Y | +163.8% | +32.8% | +131.0% | +142.7% |
| 3Y | +615.8% | +45.2% | +570.6% | +535.6% |
| 5Y | +548.4% | +63.0% | +485.4% | +444.4% |
| All | +1,500.5% | +94.8% | +1,405.7% | +1,091.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling