+147.9%
CIEN vs CL
+1,209.7%
-1,061.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -15.2% | -2.2% | -13.0% | -14.7% |
| 30D | -21.5% | -4.8% | -16.6% | -20.5% |
| 3M | -40.1% | +4.9% | -45.0% | -41.4% |
| 6M | -6.6% | -5.7% | -0.8% | -5.9% |
| YTD | +37.3% | +14.4% | +22.9% | +30.3% |
| 1Y | +174.5% | +8.7% | +165.8% | +163.1% |
| 3Y | +562.3% | +30.0% | +532.3% | +484.3% |
| 5Y | +463.9% | +28.4% | +435.6% | +397.3% |
| 10Y | +1,302.4% | +50.1% | +1,252.3% | +1,065.3% |
| All | +147.9% | +1,209.7% | -1,061.8% | -5.7% |
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