+200.4%
CCL vs CIEN
+156.3%
+44.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.8% | -9.0% | -1.7% |
| 7D | -1.5% | +8.7% | -10.3% | -3.1% |
| 30D | +16.5% | -26.9% | +43.4% | +21.5% |
| 3M | +11.2% | -23.6% | +34.8% | +14.2% |
| 6M | +22.6% | -49.1% | +71.7% | +32.9% |
| YTD | +2.6% | +26.6% | -24.0% | -6.0% |
| 1Y | +17.0% | +42.7% | -25.8% | +4.7% |
| 3Y | +145.5% | +570.8% | -425.3% | +67.1% |
| 5Y | +36.1% | +386.4% | -350.3% | -2.4% |
| 10Y | -29.4% | +1,261.7% | -1,291.2% | -56.9% |
| All | +200.4% | +156.3% | +44.1% | +46.4% |
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