+87.9%
CIEN vs CL
+1,332.7%
-1,244.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.6% | +6.0% |
| 7D | -24.1% | +1.3% | -25.4% | -24.6% |
| 30D | -45.5% | +11.4% | -56.8% | -47.4% |
| 3M | -39.7% | +4.4% | -44.1% | -40.9% |
| 6M | -57.8% | +10.8% | -68.6% | -59.7% |
| YTD | +4.1% | +25.1% | -21.1% | -4.3% |
| 1Y | +20.8% | +28.0% | -7.1% | +10.1% |
| 3Y | +463.1% | +37.6% | +425.5% | +386.8% |
| 5Y | +302.3% | +39.7% | +262.6% | +244.2% |
| 10Y | +1,164.4% | +75.8% | +1,088.6% | +897.2% |
| All | +87.9% | +1,332.7% | -1,244.8% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling