+192.5%
CIEN vs ELV
+2,409.5%
-2,217.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.8% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -17.2% | +2.0% | -19.2% | -18.1% |
| 3M | -26.9% | -3.5% | -23.4% | -26.5% |
| 6M | +16.0% | +40.2% | -24.2% | +1.0% |
| YTD | +45.9% | +15.8% | +30.1% | +34.2% |
| 1Y | +186.8% | +33.2% | +153.6% | +149.8% |
| 3Y | +607.8% | -6.2% | +614.0% | +568.3% |
| 5Y | +506.7% | +16.4% | +490.3% | +410.6% |
| 10Y | +1,438.7% | +259.8% | +1,179.0% | +623.1% |
| All | +192.5% | +2,409.5% | -2,217.1% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling