+87.9%
CIEN vs ES
+1,184.0%
-1,096.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.3% | +6.5% |
| 7D | -24.1% | +1.9% | -26.0% | -24.9% |
| 30D | -45.5% | +7.1% | -52.5% | -47.3% |
| 3M | -39.7% | -1.9% | -37.8% | -39.8% |
| 6M | -57.8% | +4.4% | -62.2% | -59.1% |
| YTD | +4.1% | +7.3% | -3.2% | -0.6% |
| 1Y | +20.8% | +2.1% | +18.7% | +17.0% |
| 3Y | +463.1% | +41.8% | +421.3% | +361.9% |
| 5Y | +302.3% | +1.4% | +300.9% | +274.1% |
| 10Y | +1,164.4% | +86.8% | +1,077.6% | +767.1% |
| All | +87.9% | +1,184.0% | -1,096.1% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling