+706.7%
ETN vs CIEN
+1,531.8%
-825.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.5% | -0.5% | +2.6% |
| 7D | +3.5% | +8.9% | -5.4% | +0.8% |
| 30D | -7.5% | -19.1% | +11.6% | -1.6% |
| 3M | +8.3% | -21.5% | +29.8% | +15.4% |
| 6M | +20.2% | +2.8% | +17.4% | +15.5% |
| YTD | +34.7% | +49.5% | -14.8% | +12.9% |
| 1Y | +19.4% | +163.8% | -144.4% | -17.4% |
| 3Y | +85.5% | +615.8% | -530.3% | -9.6% |
| 5Y | +186.6% | +548.4% | -361.8% | +39.0% |
| All | +706.7% | +1,531.8% | -825.2% | +203.8% |
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