+522.6%
CIEN vs EL
+1.5%
+521.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.8% | +7.8% | +10.3% |
| 7D | -5.3% | +8.0% | -13.3% | -6.1% |
| 30D | -40.1% | +15.4% | -55.5% | -41.1% |
| 3M | -34.7% | +28.5% | -63.2% | -36.7% |
| 6M | -50.9% | +32.2% | -83.1% | -52.8% |
| YTD | +15.2% | +9.2% | +6.0% | +12.9% |
| 1Y | +35.2% | +30.8% | +4.4% | +27.3% |
| 3Y | +522.6% | +3.7% | +518.9% | +410.8% |
| All | +522.6% | +1.5% | +521.0% | +410.8% |
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 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