+1,188.7%
CIEN vs CL
+76.2%
+1,112.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.2% | +10.5% |
| 7D | -5.3% | +0.5% | -5.8% | -5.4% |
| 30D | -40.1% | +11.6% | -51.7% | -41.5% |
| 3M | -34.7% | +5.6% | -40.3% | -35.5% |
| 6M | -50.9% | +13.2% | -64.0% | -52.6% |
| YTD | +15.2% | +26.9% | -11.8% | +7.4% |
| 1Y | +35.2% | +27.3% | +7.8% | +25.7% |
| 3Y | +522.6% | +39.7% | +482.9% | +426.1% |
| 5Y | +344.2% | +41.3% | +302.9% | +269.0% |
| 10Y | +1,188.7% | +76.3% | +1,112.4% | +878.4% |
| All | +1,188.7% | +76.2% | +1,112.5% | +878.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling