+355.8%
CIEN vs ELV
+5.9%
+349.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.5% | -4.6% |
| 7D | +15.3% | +1.0% | +14.3% | +15.2% |
| 30D | -22.0% | +0.4% | -22.4% | -22.0% |
| 3M | -36.6% | +8.4% | -45.0% | -36.9% |
| 6M | -51.5% | +8.4% | -59.9% | -51.7% |
| YTD | +20.0% | +24.4% | -4.4% | +17.0% |
| 1Y | +44.5% | +33.5% | +11.0% | +40.0% |
| 3Y | +539.0% | -2.1% | +541.1% | +539.0% |
| All | +355.8% | +5.9% | +349.9% | +328.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling