+910.6%
EWY vs CIEN
-38.7%
+949.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.8% |
| 7D | +4.2% | +15.3% | -11.1% | +1.0% |
| 30D | -10.7% | -22.0% | +11.3% | -5.9% |
| 3M | -20.1% | -36.6% | +16.6% | -12.6% |
| 6M | -24.3% | -51.5% | +27.1% | -12.6% |
| YTD | +46.9% | +20.0% | +26.9% | +39.5% |
| 1Y | +55.2% | +44.5% | +10.7% | +41.2% |
| 3Y | +157.0% | +539.0% | -382.1% | +66.0% |
| 5Y | +98.9% | +356.8% | -258.0% | +34.5% |
| 10Y | +226.3% | +1,190.4% | -964.1% | +70.6% |
| All | +910.6% | -38.7% | +949.3% | +394.5% |
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 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