+108.0%
CIEN vs EL
+1,199.8%
-1,091.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.8% | +7.8% | +9.7% |
| 7D | -5.3% | +8.0% | -13.3% | -7.8% |
| 30D | -40.1% | +15.4% | -55.5% | -43.2% |
| 3M | -34.7% | +28.5% | -63.2% | -41.0% |
| 6M | -50.9% | +32.2% | -83.1% | -56.8% |
| YTD | +15.2% | +9.2% | +6.0% | +5.6% |
| 1Y | +35.2% | +30.8% | +4.4% | +15.5% |
| 3Y | +522.6% | +3.7% | +518.9% | +434.6% |
| 5Y | +344.2% | -64.8% | +409.0% | +471.9% |
| 10Y | +1,188.7% | +60.0% | +1,128.6% | +750.1% |
| All | +108.0% | +1,199.8% | -1,091.9% | -50.8% |
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 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