+42.7%
CIEN vs CL
+27.4%
+15.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.7% |
| 7D | +8.7% | -0.8% | +9.5% | +7.9% |
| 30D | -26.9% | +9.5% | -36.4% | -19.7% |
| 3M | -23.6% | +6.8% | -30.4% | -16.9% |
| 6M | -49.1% | +14.3% | -63.4% | -42.6% |
| YTD | +26.6% | +27.0% | -0.4% | +73.5% |
| 1Y | +42.7% | +26.3% | +16.4% | +97.3% |
| All | +42.7% | +27.4% | +15.4% | +97.3% |
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