+477.0%
CIEN vs ES
-5.6%
+482.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -15.2% | +0.3% | -15.5% | -15.2% |
| 30D | -21.5% | -2.0% | -19.5% | -21.3% |
| 3M | -40.1% | +1.7% | -41.7% | -40.4% |
| 6M | -6.6% | -3.5% | -3.0% | -6.5% |
| YTD | +37.3% | +7.9% | +29.3% | +35.1% |
| 1Y | +174.5% | +17.2% | +157.4% | +165.1% |
| 3Y | +562.3% | +29.3% | +533.0% | +511.1% |
| All | +477.0% | -5.6% | +482.7% | +496.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling