+574.4%
CIEN vs CL
+38.6%
+535.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.7% |
| 7D | +8.7% | -0.8% | +9.5% | +8.1% |
| 30D | -26.9% | +9.5% | -36.4% | -21.5% |
| 3M | -23.6% | +6.8% | -30.4% | -18.6% |
| 6M | -49.1% | +14.3% | -63.4% | -43.5% |
| YTD | +26.6% | +27.0% | -0.4% | +50.6% |
| 1Y | +42.7% | +26.3% | +16.4% | +69.8% |
| All | +574.4% | +38.6% | +535.8% | +672.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling