+506.7%
CIEN vs ELF
+239.6%
+267.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.9% | +11.2% | +7.1% |
| 7D | -5.3% | -1.2% | -4.1% | -5.2% |
| 30D | -17.2% | +5.9% | -23.2% | -18.1% |
| 3M | -26.9% | +99.5% | -126.4% | -35.1% |
| 6M | +16.0% | +26.5% | -10.5% | +10.4% |
| YTD | +45.9% | +37.2% | +8.8% | +35.3% |
| 1Y | +186.8% | -24.4% | +211.2% | +191.4% |
| 3Y | +607.8% | -23.3% | +631.1% | +548.4% |
| 5Y | +506.7% | +245.2% | +261.6% | +192.8% |
| All | +506.7% | +239.6% | +267.2% | +192.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling