+48.9%
CIEN vs CL
+33.4%
+15.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -6.2% |
| 7D | -25.0% | +7.7% | -32.8% | -19.3% |
| 30D | -30.1% | +15.2% | -45.4% | -20.5% |
| 3M | -33.8% | +7.3% | -41.1% | -27.5% |
| 6M | -49.4% | +17.0% | -66.5% | -42.3% |
| YTD | +16.4% | +28.0% | -11.6% | +60.4% |
| 1Y | +48.9% | +32.1% | +16.8% | +112.8% |
| All | +48.9% | +33.4% | +15.5% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling