-50.7%
CIEN vs EWZ
+356.2%
-406.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -5.3% |
| 7D | +15.3% | +0.8% | +14.5% | +14.9% |
| 30D | -22.0% | -24.4% | +2.4% | -11.9% |
| 3M | -36.6% | -4.6% | -32.1% | -36.9% |
| 6M | -51.5% | -11.6% | -39.9% | -49.6% |
| YTD | +20.0% | +2.4% | +17.6% | +16.3% |
| 1Y | +44.5% | +2.1% | +42.4% | +40.0% |
| 3Y | +539.0% | +18.7% | +520.3% | +465.2% |
| 5Y | +356.8% | +54.2% | +302.7% | +237.5% |
| 10Y | +1,190.4% | +65.9% | +1,124.6% | +641.0% |
| All | -50.7% | +356.2% | -406.9% | -87.4% |
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