+1,438.7%
CIEN vs CL
+51.8%
+1,386.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -5.3% | -1.4% | -3.9% | -5.0% |
| 30D | -17.2% | -5.2% | -12.0% | -16.4% |
| 3M | -26.9% | +3.3% | -30.2% | -28.1% |
| 6M | +16.0% | -4.4% | +20.4% | +16.2% |
| YTD | +45.9% | +13.9% | +32.0% | +39.1% |
| 1Y | +186.8% | +7.6% | +179.2% | +177.0% |
| 3Y | +607.8% | +29.6% | +578.2% | +500.0% |
| 5Y | +506.7% | +28.1% | +478.7% | +411.6% |
| 10Y | +1,438.7% | +53.4% | +1,385.4% | +1,106.5% |
| All | +1,438.7% | +51.8% | +1,386.9% | +1,106.5% |
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