+520.6%
CIEN vs EFX
-37.1%
+557.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +5.4% | -11.1% | +16.5% | +8.1% |
| 30D | -13.7% | -7.4% | -6.3% | -12.6% |
| 3M | -23.0% | +1.5% | -24.5% | -25.2% |
| 6M | -0.8% | -13.7% | +12.9% | +1.0% |
| YTD | +43.1% | -21.9% | +64.9% | +48.7% |
| 1Y | +157.6% | -30.8% | +188.4% | +180.5% |
| 3Y | +593.8% | -12.4% | +606.2% | +554.1% |
| 5Y | +520.6% | -35.9% | +556.5% | +523.5% |
| All | +520.6% | -37.1% | +557.7% | +523.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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