+1,060.1%
CIEN vs ESI
+224.6%
+835.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | -0.1% |
| 7D | -15.2% | +3.3% | -18.5% | -16.3% |
| 30D | -21.5% | -5.9% | -15.6% | -19.4% |
| 3M | -40.1% | -14.1% | -26.0% | -36.0% |
| 6M | -6.6% | +6.6% | -13.1% | -7.7% |
| YTD | +37.3% | +45.0% | -7.8% | +20.9% |
| 1Y | +174.5% | +41.5% | +133.1% | +144.3% |
| 3Y | +562.3% | +78.8% | +483.5% | +443.9% |
| 5Y | +463.9% | +70.9% | +393.1% | +366.0% |
| 10Y | +1,302.4% | +317.1% | +985.3% | +763.7% |
| All | +1,060.1% | +224.6% | +835.5% | +599.5% |
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 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