+127.0%
CIEN vs ES
+1,208.1%
-1,081.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +27.4% | -1.1% | +28.4% | +27.8% |
| 30D | -26.6% | +8.2% | -34.8% | -29.2% |
| 3M | -32.0% | +0.6% | -32.6% | -32.7% |
| 6M | -49.1% | +6.0% | -55.0% | -50.9% |
| YTD | +25.7% | +9.3% | +16.4% | +19.3% |
| 1Y | +40.3% | +1.1% | +39.2% | +36.5% |
| 3Y | +566.2% | +51.9% | +514.3% | +432.0% |
| 5Y | +378.7% | +6.5% | +372.3% | +337.0% |
| 10Y | +1,252.3% | +94.8% | +1,157.5% | +812.7% |
| All | +127.0% | +1,208.1% | -1,081.1% | -20.1% |
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 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