+1,460.5%
CIEN vs ECL
+149.7%
+1,310.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | +0.1% |
| 7D | -4.6% | -2.7% | -1.8% | -3.2% |
| 30D | -12.8% | -4.3% | -8.5% | -11.1% |
| 3M | -23.1% | +3.2% | -26.3% | -25.5% |
| 6M | +6.1% | -2.9% | +9.0% | +6.2% |
| YTD | +44.5% | +4.3% | +40.3% | +39.1% |
| 1Y | +176.6% | +1.6% | +175.0% | +168.5% |
| 3Y | +601.0% | +54.3% | +546.7% | +431.3% |
| 5Y | +509.1% | +26.5% | +482.6% | +403.7% |
| 10Y | +1,460.5% | +155.6% | +1,304.9% | +663.4% |
| All | +1,460.5% | +149.7% | +1,310.8% | +663.4% |
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