+129.0%
CCL vs CIEN
+177.9%
-48.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -5.0% | -15.2% | +10.1% | -2.5% |
| 30D | -20.3% | -21.5% | +1.1% | -17.4% |
| 3M | -15.1% | -40.1% | +24.9% | -8.8% |
| 6M | -15.1% | -6.6% | -8.5% | -16.4% |
| YTD | -21.8% | +37.3% | -59.0% | -28.3% |
| 1Y | -24.8% | +174.5% | -199.3% | -39.0% |
| 3Y | +51.9% | +562.3% | -510.4% | +5.0% |
| 5Y | +4.0% | +463.9% | -459.9% | -26.2% |
| 10Y | -42.2% | +1,302.4% | -1,344.6% | -64.5% |
| All | +129.0% | +177.9% | -48.9% | +11.6% |
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