+6,483.1%
ETN vs CIEN
+192.6%
+6,290.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.5% |
| 7D | +6.2% | -4.6% | +10.8% | +6.8% |
| 30D | -6.7% | -12.8% | +6.1% | -5.1% |
| 3M | +3.6% | -23.1% | +26.7% | +7.1% |
| 6M | +18.3% | +6.1% | +12.2% | +16.2% |
| YTD | +31.5% | +44.5% | -13.1% | +22.9% |
| 1Y | +20.6% | +176.6% | -156.1% | +2.7% |
| 3Y | +82.5% | +601.0% | -518.4% | +35.9% |
| 5Y | +177.8% | +509.1% | -331.3% | +108.1% |
| 10Y | +705.0% | +1,460.5% | -755.5% | +428.1% |
| All | +6,483.1% | +192.6% | +6,290.5% | +3,768.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling