+46.6%
EEM vs CIEN
+500.1%
-453.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +2.0% | -4.6% | +6.5% | +2.7% |
| 30D | +5.1% | -12.8% | +17.9% | +7.2% |
| 3M | +4.6% | -23.1% | +27.6% | +8.5% |
| 6M | +17.8% | +6.1% | +11.7% | +14.7% |
| YTD | +25.8% | +44.5% | -18.7% | +15.8% |
| 1Y | +36.4% | +176.6% | -140.2% | +12.0% |
| 3Y | +90.0% | +601.0% | -511.0% | +25.4% |
| 5Y | +46.6% | +509.1% | -462.6% | -0.1% |
| All | +46.6% | +500.1% | -453.6% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling