+1,220.7%
CIEN vs ELF
+373.0%
+847.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | 0.0% |
| 7D | +27.4% | +3.4% | +24.0% | +26.8% |
| 30D | -26.6% | +5.0% | -31.5% | -27.1% |
| 3M | -32.0% | +22.6% | -54.5% | -34.1% |
| 6M | -49.1% | +104.0% | -153.0% | -54.8% |
| YTD | +25.7% | +49.3% | -23.6% | +15.4% |
| 1Y | +40.3% | +46.0% | -5.7% | +29.2% |
| 3Y | +566.2% | +19.4% | +546.8% | +485.3% |
| 5Y | +378.7% | +262.0% | +116.7% | +232.7% |
| 10Y | +1,252.3% | +320.5% | +931.8% | +742.2% |
| All | +1,220.7% | +373.0% | +847.7% | +721.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling