+477.0%
CIEN vs CL
+28.4%
+448.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +0.9% |
| 7D | -15.2% | -2.2% | -13.0% | -15.5% |
| 30D | -21.5% | -4.8% | -16.6% | -22.0% |
| 3M | -40.1% | +4.9% | -45.0% | -39.9% |
| 6M | -6.6% | -5.7% | -0.8% | -7.0% |
| YTD | +37.3% | +14.4% | +22.9% | +39.2% |
| 1Y | +174.5% | +8.7% | +165.8% | +179.0% |
| 3Y | +562.3% | +30.0% | +532.3% | +499.2% |
| All | +477.0% | +28.4% | +448.6% | +410.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling