+810.2%
CIEN vs ESTC
+28.9%
+781.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.9% | +5.8% | +9.6% |
| 7D | -5.3% | -1.2% | -4.1% | -4.8% |
| 30D | -40.1% | -8.1% | -32.0% | -38.7% |
| 3M | -34.7% | +20.2% | -54.9% | -37.6% |
| 6M | -50.9% | +72.7% | -123.6% | -57.1% |
| YTD | +15.2% | +19.6% | -4.5% | +7.3% |
| 1Y | +35.2% | +0.3% | +34.9% | +31.1% |
| 3Y | +522.6% | +22.8% | +499.8% | +446.3% |
| 5Y | +344.2% | -50.9% | +395.1% | +347.1% |
| All | +810.2% | +28.9% | +781.3% | +511.3% |
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