+1,261.7%
CIEN vs ESI
+323.9%
+937.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.0% | +4.8% | +6.6% |
| 7D | +8.7% | +1.8% | +6.9% | +8.5% |
| 30D | -26.9% | -6.6% | -20.3% | -23.0% |
| 3M | -23.6% | -9.4% | -14.3% | -18.0% |
| 6M | -49.1% | -24.1% | -25.0% | -40.0% |
| YTD | +26.6% | +37.1% | -10.5% | +11.4% |
| 1Y | +42.7% | +24.5% | +18.2% | +31.8% |
| 3Y | +570.8% | +83.2% | +487.7% | +416.7% |
| 5Y | +386.4% | +44.0% | +342.5% | +307.1% |
| 10Y | +1,261.7% | +332.8% | +928.9% | +449.5% |
| All | +1,261.7% | +323.9% | +937.9% | +449.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling