+984.8%
CIEN vs ESTC
+31.2%
+953.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +2.0% |
| 7D | -15.2% | -8.1% | -7.1% | -13.9% |
| 30D | -21.5% | +31.7% | -53.2% | -26.8% |
| 3M | -40.1% | +41.1% | -81.1% | -45.2% |
| 6M | -6.6% | +77.1% | -83.6% | -20.0% |
| YTD | +37.3% | +21.7% | +15.6% | +26.8% |
| 1Y | +174.5% | +8.4% | +166.2% | +159.0% |
| 3Y | +562.3% | +23.6% | +538.6% | +476.1% |
| 5Y | +463.9% | -46.5% | +510.4% | +451.2% |
| All | +984.8% | +31.2% | +953.7% | +622.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling