-8.9%
EEM vs CIEN
-52.8%
+43.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.6% |
| 7D | +2.7% | +15.3% | -12.6% | -0.4% |
| 30D | -5.4% | -22.0% | +16.6% | -1.6% |
| 3M | -8.6% | -36.6% | +28.0% | -1.2% |
| 6M | -8.9% | -51.5% | +42.6% | +3.0% |
| All | -8.9% | -52.8% | +43.9% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling