+174.5%
CIEN vs ESI
+44.5%
+130.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | -1.2% |
| 7D | -15.2% | +3.3% | -18.5% | -17.4% |
| 30D | -21.5% | -5.9% | -15.6% | -17.3% |
| 3M | -40.1% | -14.1% | -26.0% | -32.7% |
| 6M | -6.6% | +6.6% | -13.1% | -9.9% |
| YTD | +37.3% | +45.0% | -7.8% | +5.3% |
| 1Y | +174.5% | +41.5% | +133.1% | +116.9% |
| All | +174.5% | +44.5% | +130.0% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling