+527.0%
CIEN vs EWZ
+58.3%
+468.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | -4.6% | -0.1% | -4.5% | -4.5% |
| 30D | -12.8% | +8.2% | -21.0% | -15.7% |
| 3M | -23.1% | +13.3% | -36.4% | -26.9% |
| 6M | +6.1% | +3.6% | +2.5% | +4.8% |
| YTD | +44.5% | +21.0% | +23.6% | +36.5% |
| 1Y | +176.6% | +34.7% | +142.0% | +152.6% |
| 3Y | +601.0% | +48.3% | +552.7% | +516.7% |
| All | +527.0% | +58.3% | +468.7% | +465.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling