+509.1%
CIEN vs EL
-68.4%
+577.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.3% |
| 7D | -4.6% | -2.4% | -2.2% | -4.1% |
| 30D | -12.8% | +13.7% | -26.5% | -15.7% |
| 3M | -23.1% | +14.5% | -37.6% | -25.9% |
| 6M | +6.1% | +7.4% | -1.3% | +2.6% |
| YTD | +44.5% | -4.7% | +49.2% | +42.3% |
| 1Y | +176.6% | +12.9% | +163.7% | +157.6% |
| 3Y | +601.0% | -32.2% | +633.2% | +620.3% |
| 5Y | +509.1% | -68.4% | +577.5% | +764.7% |
| All | +509.1% | -68.4% | +577.5% | +764.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling