+147.9%
CIEN vs EL
+1,093.0%
-945.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.1% |
| 7D | -15.2% | +0.8% | -16.0% | -15.4% |
| 30D | -21.5% | +19.8% | -41.3% | -26.9% |
| 3M | -40.1% | +25.7% | -65.8% | -45.5% |
| 6M | -6.6% | +5.4% | -12.0% | -11.1% |
| YTD | +37.3% | +0.2% | +37.0% | +30.4% |
| 1Y | +174.5% | +20.4% | +154.1% | +141.8% |
| 3Y | +562.3% | -32.1% | +594.4% | +566.6% |
| 5Y | +463.9% | -67.2% | +531.1% | +646.4% |
| 10Y | +1,302.4% | +31.7% | +1,270.6% | +901.5% |
| All | +147.9% | +1,093.0% | -945.1% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling