+163.8%
CIEN vs EWZ
+33.5%
+130.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.4% | +5.4% |
| 7D | +8.9% | +0.9% | +8.0% | +8.0% |
| 30D | -19.1% | +12.8% | -31.9% | -28.4% |
| 3M | -21.5% | +10.8% | -32.2% | -29.1% |
| 6M | +2.8% | +2.5% | +0.3% | -0.2% |
| YTD | +49.5% | +21.4% | +28.1% | +34.5% |
| 1Y | +163.8% | +32.8% | +131.0% | +106.2% |
| All | +163.8% | +33.5% | +130.3% | +106.2% |
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 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