+539.0%
CIEN vs ES
+53.3%
+485.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.4% |
| 7D | +15.3% | +2.7% | +12.6% | +15.7% |
| 30D | -22.0% | +7.6% | -29.6% | -21.1% |
| 3M | -36.6% | +0.5% | -37.1% | -36.2% |
| 6M | -51.5% | +7.6% | -59.1% | -51.0% |
| YTD | +20.0% | +10.2% | +9.7% | +21.4% |
| 1Y | +44.5% | +1.8% | +42.6% | +45.2% |
| 3Y | +539.0% | +55.4% | +483.7% | +455.5% |
| All | +539.0% | +53.3% | +485.7% | +455.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling