+1,188.7%
CIEN vs ES
+82.6%
+1,106.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.5% | +11.2% | +10.8% |
| 7D | -5.3% | -0.1% | -5.2% | -5.5% |
| 30D | -40.1% | +5.7% | -45.8% | -41.2% |
| 3M | -34.7% | -2.8% | -31.9% | -34.6% |
| 6M | -50.9% | +7.0% | -57.8% | -52.2% |
| YTD | +15.2% | +6.8% | +8.4% | +11.8% |
| 1Y | +35.2% | -0.5% | +35.6% | +33.2% |
| 3Y | +522.6% | +47.2% | +475.4% | +426.9% |
| 5Y | +344.2% | +2.3% | +342.0% | +326.0% |
| 10Y | +1,188.7% | +85.6% | +1,103.0% | +1,040.7% |
| All | +1,188.7% | +82.6% | +1,106.1% | +1,040.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling