+2,073.3%
CIEN vs EFV
+258.8%
+1,814.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.3% |
| 7D | -15.2% | +1.5% | -16.7% | -16.6% |
| 30D | -21.5% | +1.7% | -23.2% | -23.0% |
| 3M | -40.1% | +8.6% | -48.7% | -45.1% |
| 6M | -6.6% | +11.7% | -18.2% | -16.0% |
| YTD | +37.3% | +19.3% | +18.0% | +15.1% |
| 1Y | +174.5% | +30.2% | +144.3% | +111.0% |
| 3Y | +562.3% | +91.6% | +470.7% | +239.7% |
| 5Y | +463.9% | +96.4% | +367.6% | +181.1% |
| 10Y | +1,302.4% | +166.5% | +1,135.9% | +390.8% |
| All | +2,073.3% | +258.8% | +1,814.5% | +567.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling