+48.9%
CIEN vs ESI
+27.8%
+21.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.6% | -5.3% |
| 7D | -25.0% | -6.6% | -18.5% | -20.2% |
| 30D | -30.1% | -10.9% | -19.2% | -22.2% |
| 3M | -33.8% | -13.8% | -20.0% | -24.1% |
| 6M | -49.4% | -21.5% | -27.9% | -37.8% |
| YTD | +16.4% | +34.7% | -18.3% | -6.8% |
| 1Y | +48.9% | +24.9% | +24.0% | +28.1% |
| All | +48.9% | +27.8% | +21.0% | +28.1% |
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