+355.8%
CIEN vs ESTC
-52.1%
+407.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.4% |
| 7D | +15.3% | +2.4% | +12.9% | +14.8% |
| 30D | -22.0% | -4.2% | -17.7% | -20.9% |
| 3M | -36.6% | +2.5% | -39.1% | -37.2% |
| 6M | -51.5% | +81.5% | -132.9% | -57.5% |
| YTD | +20.0% | +16.8% | +3.1% | +13.6% |
| 1Y | +44.5% | -3.5% | +47.9% | +42.9% |
| 3Y | +539.0% | +17.7% | +521.3% | +476.0% |
| All | +355.8% | -52.1% | +407.9% | +285.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling