+1,500.5%
CIEN vs ELV
+278.6%
+1,221.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.1% | +2.2% |
| 7D | +8.9% | +2.8% | +6.1% | +8.2% |
| 30D | -19.1% | +4.9% | -24.0% | -20.1% |
| 3M | -21.5% | +4.9% | -26.4% | -22.6% |
| 6M | +2.8% | +45.1% | -42.3% | -6.6% |
| YTD | +49.5% | +20.7% | +28.8% | +40.3% |
| 1Y | +163.8% | +35.0% | +128.8% | +140.5% |
| 3Y | +615.8% | -2.4% | +618.3% | +588.2% |
| 5Y | +548.4% | +25.5% | +522.9% | +460.1% |
| All | +1,500.5% | +278.6% | +1,221.9% | +696.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling