+48.9%
CIEN vs EL
+25.6%
+23.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.3% | -15.6% | -8.6% |
| 7D | -25.0% | +2.5% | -27.5% | -24.8% |
| 30D | -30.1% | +20.1% | -50.2% | -28.8% |
| 3M | -33.8% | +29.3% | -63.0% | -31.9% |
| 6M | -49.4% | +38.8% | -88.2% | -47.6% |
| YTD | +16.4% | +8.1% | +8.3% | +21.8% |
| 1Y | +48.9% | +22.3% | +26.5% | +51.3% |
| All | +48.9% | +25.6% | +23.3% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling