+1,229.9%
CIEN vs ELF
+393.6%
+836.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +8.7% | +4.3% | +4.5% | +8.2% |
| 30D | -26.9% | +7.7% | -34.7% | -27.7% |
| 3M | -23.6% | +24.7% | -48.3% | -26.3% |
| 6M | -49.1% | +114.6% | -163.7% | -55.2% |
| YTD | +26.6% | +55.8% | -29.2% | +15.5% |
| 1Y | +42.7% | +51.9% | -9.2% | +30.6% |
| 3Y | +570.8% | +24.6% | +546.3% | +485.6% |
| 5Y | +386.4% | +279.2% | +107.2% | +235.6% |
| 10Y | +1,261.7% | +338.7% | +923.0% | +742.6% |
| All | +1,229.9% | +393.6% | +836.3% | +721.4% |
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