+607.8%
CIEN vs EL
-30.9%
+638.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +6.6% |
| 7D | -5.3% | +1.7% | -7.0% | -5.5% |
| 30D | -17.2% | +15.5% | -32.7% | -18.8% |
| 3M | -26.9% | +20.6% | -47.4% | -28.7% |
| 6M | +16.0% | +10.5% | +5.5% | +13.9% |
| YTD | +45.9% | -1.9% | +47.8% | +44.8% |
| 1Y | +186.8% | +16.1% | +170.7% | +174.5% |
| 3Y | +607.8% | -30.2% | +638.0% | +609.6% |
| All | +607.8% | -30.9% | +638.7% | +609.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling