+157.0%
EWY vs CIEN
+538.9%
-381.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.3% |
| 7D | +4.2% | +15.3% | -11.1% | -0.6% |
| 30D | -10.7% | -22.0% | +11.3% | -3.9% |
| 3M | -20.1% | -36.6% | +16.6% | -9.4% |
| 6M | -24.3% | -51.5% | +27.1% | -8.7% |
| YTD | +46.9% | +20.0% | +26.9% | +44.2% |
| 1Y | +55.2% | +44.5% | +10.7% | +46.2% |
| 3Y | +157.0% | +539.0% | -382.1% | +71.0% |
| All | +157.0% | +538.9% | -381.9% | +71.0% |
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