+226.4%
EWY vs CIEN
+600.5%
-374.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.8% |
| 7D | +6.7% | -4.6% | +11.2% | +7.9% |
| 30D | +17.0% | -12.8% | +29.8% | +21.5% |
| 3M | +3.7% | -23.1% | +26.7% | +11.6% |
| 6M | +42.5% | +6.1% | +36.4% | +42.3% |
| YTD | +96.2% | +44.5% | +51.7% | +83.6% |
| 1Y | +160.4% | +176.6% | -16.3% | +113.4% |
| All | +226.4% | +600.5% | -374.1% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling