+303.5%
EWY vs CIEN
+1,531.8%
-1,228.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.2% | +2.0% |
| 7D | -0.1% | +8.9% | -9.0% | -2.5% |
| 30D | +7.3% | -19.1% | +26.4% | +13.4% |
| 3M | -5.1% | -21.5% | +16.4% | +1.0% |
| 6M | +42.1% | +2.8% | +39.2% | +40.9% |
| YTD | +94.1% | +49.5% | +44.7% | +75.2% |
| 1Y | +147.8% | +163.8% | -16.0% | +94.4% |
| 3Y | +222.9% | +615.8% | -392.9% | +89.0% |
| 5Y | +150.6% | +548.4% | -397.8% | +46.1% |
| All | +303.5% | +1,531.8% | -1,228.3% | +90.5% |
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