+1,184.7%
CIEN vs ECL
+196.4%
+988.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | -9.3% | +0.4% | -9.8% | -9.5% |
| 30D | -39.5% | +8.6% | -48.1% | -42.3% |
| 3M | -29.8% | +7.9% | -37.7% | -33.0% |
| 6M | -50.4% | +21.0% | -71.4% | -56.1% |
| YTD | +16.3% | +17.5% | -1.2% | +4.8% |
| 1Y | +30.4% | +19.7% | +10.7% | +16.2% |
| 3Y | +516.6% | +77.4% | +439.2% | +333.8% |
| 5Y | +349.8% | +38.7% | +311.1% | +254.7% |
| 10Y | +1,184.7% | +193.5% | +991.2% | +528.4% |
| All | +1,184.7% | +196.4% | +988.3% | +528.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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