+506.7%
CIEN vs ECL
+29.5%
+477.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | -5.3% | -0.8% | -4.5% | -4.9% |
| 30D | -17.2% | -2.5% | -14.8% | -16.5% |
| 3M | -26.9% | +8.3% | -35.2% | -30.8% |
| 6M | +16.0% | -1.1% | +17.1% | +15.1% |
| YTD | +45.9% | +6.5% | +39.4% | +39.4% |
| 1Y | +186.8% | +2.1% | +184.7% | +178.8% |
| 3Y | +607.8% | +57.6% | +550.2% | +439.4% |
| 5Y | +506.7% | +28.1% | +478.7% | +364.3% |
| All | +506.7% | +29.5% | +477.2% | +364.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling