+44.5%
CIEN vs EWZ
+1.3%
+43.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -5.2% |
| 7D | +15.3% | +0.8% | +14.5% | +14.9% |
| 30D | -22.0% | -24.4% | +2.4% | -13.7% |
| 3M | -36.6% | -4.6% | -32.1% | -43.1% |
| 6M | -51.5% | -11.6% | -39.9% | -53.1% |
| YTD | +20.0% | +2.4% | +17.6% | +16.5% |
| 1Y | +44.5% | +2.1% | +42.4% | +40.6% |
| All | +44.5% | +1.3% | +43.2% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling