+40.5%
EEM vs CIEN
+179.1%
-138.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | +2.3% | -15.2% | +17.5% | +5.4% |
| 30D | +4.5% | -21.5% | +26.0% | +9.1% |
| 3M | -0.1% | -40.1% | +40.0% | +8.8% |
| 6M | +16.9% | -6.6% | +23.5% | +16.8% |
| YTD | +26.2% | +37.3% | -11.0% | +19.2% |
| 1Y | +40.5% | +174.5% | -134.0% | +15.9% |
| All | +40.5% | +179.1% | -138.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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