+1,042.3%
CIEN vs ESTC
+23.7%
+1,018.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -4.6% | -3.3% | -1.2% | -4.2% |
| 30D | -12.8% | +13.4% | -26.3% | -16.2% |
| 3M | -23.1% | +41.3% | -64.4% | -29.8% |
| 6M | +6.1% | +62.6% | -56.5% | -7.5% |
| YTD | +44.5% | +14.8% | +29.8% | +35.0% |
| 1Y | +176.6% | -5.1% | +181.7% | +168.9% |
| 3Y | +601.0% | +11.2% | +589.8% | +523.9% |
| 5Y | +509.1% | -47.0% | +556.1% | +494.9% |
| All | +1,042.3% | +23.7% | +1,018.6% | +669.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling