+48.9%
CIEN vs ESTC
+1.6%
+47.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.4% | -9.3% |
| 7D | -25.0% | -15.9% | -9.2% | -26.1% |
| 30D | -30.1% | -5.5% | -24.6% | -30.2% |
| 3M | -33.8% | +26.2% | -60.0% | -30.8% |
| 6M | -49.4% | +77.0% | -126.5% | -44.1% |
| YTD | +16.4% | +18.9% | -2.5% | +33.3% |
| 1Y | +48.9% | +1.3% | +47.6% | +72.2% |
| All | +48.9% | +1.6% | +47.3% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling