-40.6%
CIEN vs EWZ
+439.1%
-479.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.2% |
| 7D | -4.6% | -0.1% | -4.5% | -4.5% |
| 30D | -12.8% | +8.2% | -21.0% | -16.4% |
| 3M | -23.1% | +13.3% | -36.4% | -27.8% |
| 6M | +6.1% | +3.6% | +2.5% | +4.6% |
| YTD | +44.5% | +21.0% | +23.6% | +32.1% |
| 1Y | +176.6% | +34.7% | +142.0% | +139.5% |
| 3Y | +601.0% | +48.3% | +552.7% | +467.5% |
| 5Y | +509.1% | +60.1% | +449.0% | +350.3% |
| 10Y | +1,460.5% | +92.6% | +1,367.9% | +746.2% |
| All | -40.6% | +439.1% | -479.7% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling