+3.5%
CCL vs CIEN
+514.2%
-510.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.3% | -7.6% | -3.6% |
| 7D | -0.1% | -5.3% | +5.2% | +1.5% |
| 30D | -20.0% | -17.2% | -2.7% | -15.3% |
| 3M | -13.7% | -26.9% | +13.2% | -6.3% |
| 6M | -9.0% | +16.0% | -25.0% | -22.3% |
| YTD | -22.8% | +45.9% | -68.7% | -42.4% |
| 1Y | -25.3% | +186.8% | -212.1% | -60.7% |
| 3Y | +54.1% | +607.8% | -553.7% | -56.4% |
| 5Y | +3.5% | +506.7% | -503.3% | -66.3% |
| All | +3.5% | +514.2% | -510.7% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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