+990.7%
CIEN vs ELAN
-27.0%
+1,017.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | -4.6% | -4.6% | 0.0% | -3.4% |
| 30D | -12.8% | +5.7% | -18.5% | -14.3% |
| 3M | -23.1% | -3.9% | -19.2% | -23.1% |
| 6M | +6.1% | -1.6% | +7.7% | +4.8% |
| YTD | +44.5% | +4.1% | +40.5% | +40.6% |
| 1Y | +176.6% | +25.5% | +151.1% | +155.2% |
| 3Y | +601.0% | +103.2% | +497.8% | +429.6% |
| 5Y | +509.1% | -29.8% | +538.9% | +520.4% |
| All | +990.7% | -27.0% | +1,017.7% | +908.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling