+48.9%
CIEN vs ELV
+42.6%
+6.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.9% | -14.2% | -8.6% |
| 7D | -25.0% | +4.8% | -29.8% | -24.5% |
| 30D | -30.1% | +10.1% | -40.2% | -29.5% |
| 3M | -33.8% | +15.4% | -49.1% | -33.2% |
| 6M | -49.4% | +17.7% | -67.2% | -48.9% |
| YTD | +16.4% | +25.7% | -9.3% | +9.4% |
| 1Y | +48.9% | +39.9% | +9.0% | +36.3% |
| All | +48.9% | +42.6% | +6.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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