+873.4%
CIEN vs ESI
+197.1%
+676.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.5% | +8.5% |
| 7D | -5.3% | -3.5% | -1.8% | -3.2% |
| 30D | -40.1% | -9.3% | -30.9% | -36.9% |
| 3M | -34.7% | -12.8% | -21.9% | -29.9% |
| 6M | -50.9% | -24.6% | -26.3% | -43.9% |
| YTD | +15.2% | +32.7% | -17.6% | +6.5% |
| 1Y | +35.2% | +20.3% | +14.9% | +29.8% |
| 3Y | +522.6% | +80.2% | +442.4% | +420.6% |
| 5Y | +344.2% | +40.0% | +304.3% | +298.0% |
| 10Y | +1,188.7% | +310.8% | +877.9% | +723.3% |
| All | +873.4% | +197.1% | +676.2% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling