+355.8%
CIEN vs ELF
+272.3%
+83.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.9% | -8.5% | -5.2% |
| 7D | +15.3% | +1.6% | +13.7% | +15.0% |
| 30D | -22.0% | +9.1% | -31.1% | -23.0% |
| 3M | -36.6% | +28.2% | -64.8% | -39.2% |
| 6M | -51.5% | +119.5% | -171.0% | -57.6% |
| YTD | +20.0% | +55.2% | -35.2% | +9.1% |
| 1Y | +44.5% | +58.6% | -14.1% | +30.5% |
| 3Y | +539.0% | +21.3% | +517.8% | +434.2% |
| All | +355.8% | +272.3% | +83.5% | +117.3% |
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