+506.7%
CIEN vs ESI
+77.4%
+429.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +5.9% |
| 7D | -5.3% | +5.4% | -10.7% | -8.7% |
| 30D | -17.2% | -4.2% | -13.0% | -14.4% |
| 3M | -26.9% | -9.6% | -17.3% | -21.6% |
| 6M | +16.0% | +18.3% | -2.3% | +4.9% |
| YTD | +45.9% | +45.8% | +0.1% | +14.9% |
| 1Y | +186.8% | +39.2% | +147.6% | +132.4% |
| 3Y | +607.8% | +86.3% | +521.5% | +372.7% |
| 5Y | +506.7% | +76.2% | +430.5% | +305.4% |
| All | +506.7% | +77.4% | +429.3% | +305.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling