+539.0%
CIEN vs EFV
+91.8%
+447.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -4.9% | -5.0% |
| 7D | +15.3% | +2.5% | +12.7% | +11.9% |
| 30D | -22.0% | +2.9% | -24.9% | -24.8% |
| 3M | -36.6% | -1.4% | -35.2% | -35.7% |
| 6M | -51.5% | +5.5% | -57.0% | -54.8% |
| YTD | +20.0% | +16.1% | +3.9% | +0.7% |
| 1Y | +44.5% | +20.3% | +24.2% | +16.8% |
| 3Y | +539.0% | +90.4% | +448.6% | +213.0% |
| All | +539.0% | +91.8% | +447.3% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling