+30.2%
CCL vs CIEN
+348.4%
-318.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.7% | -6.5% | +0.6% |
| 7D | +3.1% | -5.3% | +8.3% | +3.9% |
| 30D | +17.5% | -40.1% | +57.6% | +36.8% |
| 3M | +6.8% | -34.7% | +41.5% | +18.6% |
| 6M | +18.7% | -50.9% | +69.6% | +41.4% |
| YTD | +3.0% | +15.2% | -12.1% | -19.6% |
| 1Y | +17.7% | +35.2% | -17.5% | -15.9% |
| 3Y | +155.6% | +522.6% | -367.0% | -30.2% |
| 5Y | +30.2% | +344.2% | -314.0% | -57.9% |
| All | +30.2% | +348.4% | -318.2% | -57.9% |
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