+125.7%
EEM vs CIEN
+1,461.9%
-1,336.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.0% |
| 7D | -0.7% | +5.4% | -6.1% | -1.7% |
| 30D | +2.4% | -13.7% | +16.1% | +4.9% |
| 3M | +4.2% | -23.0% | +27.2% | +8.5% |
| 6M | +14.8% | -0.8% | +15.6% | +12.5% |
| YTD | +23.1% | +43.1% | -20.0% | +11.5% |
| 1Y | +32.5% | +157.6% | -125.1% | +6.2% |
| 3Y | +85.9% | +593.8% | -507.9% | +15.6% |
| 5Y | +43.6% | +520.6% | -477.0% | -11.1% |
| All | +125.7% | +1,461.9% | -1,336.2% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling