+48.9%
CIEN vs ES
-1.6%
+50.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.3% | -8.7% |
| 7D | -25.0% | +5.3% | -30.4% | -24.0% |
| 30D | -30.1% | +8.9% | -39.1% | -28.7% |
| 3M | -33.8% | -1.9% | -31.8% | -33.1% |
| 6M | -49.4% | +3.9% | -53.3% | -49.2% |
| YTD | +16.4% | +8.3% | +8.1% | +18.4% |
| 1Y | +48.9% | -0.1% | +49.0% | +52.1% |
| All | +48.9% | -1.6% | +50.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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