+1,151.6%
CIEN vs EL
+65.3%
+1,086.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -9.3% | +7.6% | -17.0% | -11.1% |
| 30D | -39.5% | +15.7% | -55.2% | -41.9% |
| 3M | -29.8% | +30.5% | -60.4% | -35.3% |
| 6M | -50.4% | +32.5% | -82.9% | -55.0% |
| YTD | +16.3% | +9.4% | +6.9% | +9.2% |
| 1Y | +30.4% | +28.4% | +2.0% | +15.8% |
| 3Y | +516.6% | +4.4% | +512.1% | +441.0% |
| 5Y | +349.8% | -64.5% | +414.3% | +500.1% |
| All | +1,151.6% | +65.3% | +1,086.3% | +750.7% |
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