+174.5%
CIEN vs ELF
-17.5%
+192.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +1.1% |
| 7D | -15.2% | +5.4% | -20.5% | -15.2% |
| 30D | -21.5% | +27.0% | -48.5% | -21.5% |
| 3M | -40.1% | +113.2% | -153.3% | -40.4% |
| 6M | -6.6% | +36.6% | -43.1% | -6.1% |
| YTD | +37.3% | +44.2% | -7.0% | +36.1% |
| 1Y | +174.5% | -18.0% | +192.5% | +188.7% |
| All | +174.5% | -17.5% | +192.1% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling