+1,460.5%
CIEN vs ESI
+308.3%
+1,152.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -4.6% | +3.9% | -8.5% | -6.5% |
| 30D | -12.8% | -3.8% | -9.0% | -10.8% |
| 3M | -23.1% | -13.1% | -9.9% | -16.9% |
| 6M | +6.1% | +11.3% | -5.2% | +1.7% |
| YTD | +44.5% | +44.1% | +0.4% | +22.4% |
| 1Y | +176.6% | +40.3% | +136.3% | +137.5% |
| 3Y | +601.0% | +84.1% | +516.9% | +430.4% |
| 5Y | +509.1% | +75.8% | +433.3% | +363.6% |
| 10Y | +1,460.5% | +320.7% | +1,139.8% | +697.2% |
| All | +1,460.5% | +308.3% | +1,152.2% | +697.2% |
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