+1,244.2%
EWY vs CIEN
-25.4%
+1,269.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.8% | -0.8% |
| 7D | +8.0% | -5.3% | +13.3% | +9.1% |
| 30D | +14.3% | -17.2% | +31.6% | +18.7% |
| 3M | +2.3% | -26.9% | +29.2% | +9.2% |
| 6M | +49.9% | +16.0% | +33.8% | +44.7% |
| YTD | +95.3% | +45.9% | +49.4% | +78.9% |
| 1Y | +161.7% | +186.8% | -25.1% | +107.7% |
| 3Y | +230.2% | +607.8% | -377.6% | +109.5% |
| 5Y | +148.1% | +506.7% | -358.6% | +58.8% |
| 10Y | +293.2% | +1,438.7% | -1,145.6% | +98.9% |
| All | +1,244.2% | -25.4% | +1,269.6% | +534.5% |
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