+1,215.7%
CIEN vs CL
+84.9%
+1,130.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +8.7% | -0.8% | +9.5% | +8.8% |
| 30D | -26.9% | +9.5% | -36.4% | -28.3% |
| 3M | -23.6% | +6.8% | -30.4% | -24.8% |
| 6M | -49.1% | +14.3% | -63.4% | -51.1% |
| YTD | +26.6% | +27.0% | -0.4% | +17.9% |
| 1Y | +42.7% | +26.3% | +16.4% | +32.9% |
| 3Y | +570.8% | +39.3% | +531.6% | +466.3% |
| 5Y | +386.4% | +41.5% | +344.9% | +302.6% |
| All | +1,215.7% | +84.9% | +1,130.9% | +877.4% |
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