+520.6%
CIEN vs EFV
+94.1%
+426.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | +5.4% | -2.0% | +7.4% | +7.8% |
| 30D | -13.7% | -0.2% | -13.5% | -13.7% |
| 3M | -23.0% | +9.1% | -32.2% | -30.4% |
| 6M | -0.8% | +11.7% | -12.5% | -11.9% |
| YTD | +43.1% | +17.0% | +26.0% | +21.5% |
| 1Y | +157.6% | +26.7% | +130.9% | +102.6% |
| 3Y | +593.8% | +90.2% | +503.7% | +265.1% |
| 5Y | +520.6% | +96.1% | +424.5% | +207.1% |
| All | +520.6% | +94.1% | +426.5% | +207.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling