+1,146.8%
CIEN vs ECL
+197.5%
+949.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.2% | -5.4% |
| 7D | +15.3% | +2.9% | +12.4% | +13.7% |
| 30D | -22.0% | +7.5% | -29.5% | -25.1% |
| 3M | -36.6% | +12.2% | -48.9% | -40.7% |
| 6M | -51.5% | +24.6% | -76.0% | -57.7% |
| YTD | +20.0% | +18.8% | +1.2% | +7.4% |
| 1Y | +44.5% | +19.3% | +25.1% | +29.0% |
| 3Y | +539.0% | +78.2% | +460.8% | +348.3% |
| 5Y | +356.8% | +38.8% | +318.0% | +260.1% |
| All | +1,146.8% | +197.5% | +949.3% | +466.1% |
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