+1,146.8%
CIEN vs CL
+88.0%
+1,058.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.4% | -4.8% |
| 7D | +15.3% | +3.2% | +12.0% | +14.8% |
| 30D | -22.0% | +8.0% | -30.0% | -23.2% |
| 3M | -36.6% | +7.9% | -44.5% | -37.7% |
| 6M | -51.5% | +14.7% | -66.2% | -53.3% |
| YTD | +20.0% | +29.2% | -9.2% | +11.5% |
| 1Y | +44.5% | +29.5% | +14.9% | +33.8% |
| 3Y | +539.0% | +40.7% | +498.4% | +440.0% |
| 5Y | +356.8% | +43.9% | +313.0% | +277.3% |
| All | +1,146.8% | +88.0% | +1,058.8% | +824.0% |
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