+87.9%
CIEN vs ECL
+4,416.4%
-4,328.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.1% | +6.5% |
| 7D | -24.1% | -0.8% | -23.4% | -24.0% |
| 30D | -45.5% | +8.1% | -53.6% | -48.6% |
| 3M | -39.7% | +6.4% | -46.1% | -42.7% |
| 6M | -57.8% | +14.8% | -72.6% | -62.5% |
| YTD | +4.1% | +15.5% | -11.4% | -7.8% |
| 1Y | +20.8% | +20.1% | +0.7% | +4.2% |
| 3Y | +463.1% | +77.8% | +385.4% | +265.3% |
| 5Y | +302.3% | +37.9% | +264.4% | +201.0% |
| 10Y | +1,164.4% | +202.7% | +961.7% | +407.5% |
| All | +87.9% | +4,416.4% | -4,328.5% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling