+164.3%
EWY vs CIEN
+179.1%
-14.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.1% |
| 7D | +4.8% | -15.2% | +20.0% | +11.8% |
| 30D | +11.7% | -21.5% | +33.1% | +22.7% |
| 3M | -7.4% | -40.1% | +32.7% | +12.0% |
| 6M | +40.6% | -6.6% | +47.1% | +46.0% |
| YTD | +94.3% | +37.3% | +57.0% | +84.9% |
| 1Y | +164.3% | +174.5% | -10.3% | +99.7% |
| All | +164.3% | +179.1% | -14.8% | +99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling