+121.1%
EEM vs CIEN
+1,159.7%
-1,038.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.5% |
| 7D | +2.7% | +15.3% | -12.6% | -0.2% |
| 30D | -5.4% | -22.0% | +16.6% | -1.6% |
| 3M | -8.6% | -36.6% | +28.0% | -2.0% |
| 6M | -8.9% | -51.5% | +42.6% | +1.6% |
| YTD | +11.9% | +20.0% | -8.0% | +3.3% |
| 1Y | +13.1% | +44.5% | -31.4% | +0.2% |
| 3Y | +70.7% | +539.0% | -468.4% | +6.1% |
| 5Y | +31.8% | +356.8% | -325.1% | -14.1% |
| All | +121.1% | +1,159.7% | -1,038.6% | +16.5% |
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