+1,431.9%
CIEN vs EL
+25.3%
+1,406.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | +5.4% | -4.4% | +9.7% | +6.6% |
| 30D | -13.7% | +10.3% | -23.9% | -16.5% |
| 3M | -23.0% | +13.4% | -36.4% | -26.4% |
| 6M | -0.8% | +3.1% | -3.9% | -4.0% |
| YTD | +43.1% | -6.9% | +50.0% | +40.8% |
| 1Y | +157.6% | +11.9% | +145.7% | +137.1% |
| 3Y | +593.8% | -33.8% | +627.6% | +611.9% |
| 5Y | +520.6% | -69.0% | +589.6% | +756.2% |
| All | +1,431.9% | +25.3% | +1,406.6% | +1,096.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling