+1,500.5%
CIEN vs EFV
+169.9%
+1,330.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +3.4% |
| 7D | +8.9% | -0.8% | +9.7% | +9.8% |
| 30D | -19.1% | +0.6% | -19.7% | -19.7% |
| 3M | -21.5% | +7.5% | -29.0% | -27.0% |
| 6M | +2.8% | +13.0% | -10.2% | -8.3% |
| YTD | +49.5% | +18.3% | +31.1% | +28.1% |
| 1Y | +163.8% | +26.7% | +137.1% | +112.9% |
| 3Y | +615.8% | +89.6% | +526.3% | +298.8% |
| 5Y | +548.4% | +98.2% | +450.2% | +245.8% |
| All | +1,500.5% | +169.9% | +1,330.6% | +504.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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