+1,027.9%
CIEN vs ELAN
-28.2%
+1,056.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.1% |
| 7D | +8.9% | -5.4% | +14.3% | +10.5% |
| 30D | -19.1% | +4.7% | -23.8% | -20.2% |
| 3M | -21.5% | -3.7% | -17.8% | -21.5% |
| 6M | +2.8% | -1.2% | +4.0% | +1.5% |
| YTD | +49.5% | +2.4% | +47.1% | +46.0% |
| 1Y | +163.8% | +23.4% | +140.4% | +144.6% |
| 3Y | +615.8% | +96.7% | +519.1% | +445.8% |
| 5Y | +548.4% | -30.6% | +579.0% | +562.3% |
| All | +1,027.9% | -28.2% | +1,056.1% | +947.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling