+201.7%
CCL vs CIEN
+133.2%
+68.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.7% | -6.5% | +2.4% |
| 7D | +3.1% | -5.3% | +8.3% | +3.6% |
| 30D | +17.5% | -40.1% | +57.6% | +26.7% |
| 3M | +6.8% | -34.7% | +41.5% | +12.7% |
| 6M | +18.7% | -50.9% | +69.6% | +29.5% |
| YTD | +3.0% | +15.2% | -12.1% | -4.0% |
| 1Y | +17.7% | +35.2% | -17.5% | +6.4% |
| 3Y | +155.6% | +522.6% | -367.0% | +76.2% |
| 5Y | +30.2% | +344.2% | -314.0% | -5.2% |
| 10Y | -28.5% | +1,188.7% | -1,217.1% | -55.8% |
| All | +201.7% | +133.2% | +68.5% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling