+1,146.8%
CIEN vs EL
+62.2%
+1,084.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.9% |
| 7D | +15.3% | +1.5% | +13.7% | +14.8% |
| 30D | -22.0% | +10.0% | -32.0% | -24.0% |
| 3M | -36.6% | +28.4% | -65.1% | -41.4% |
| 6M | -51.5% | +37.1% | -88.5% | -56.4% |
| YTD | +20.0% | +7.8% | +12.1% | +13.0% |
| 1Y | +44.5% | +26.0% | +18.4% | +28.8% |
| 3Y | +539.0% | +3.8% | +535.2% | +460.6% |
| 5Y | +356.8% | -65.2% | +422.0% | +513.2% |
| All | +1,146.8% | +62.2% | +1,084.7% | +719.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling