+174.5%
CIEN vs CLBK
+73.3%
+101.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -15.2% | +1.2% | -16.4% | -15.1% |
| 30D | -21.5% | +9.1% | -30.6% | -20.6% |
| 3M | -40.1% | +27.7% | -67.8% | -37.6% |
| 6M | -6.6% | +40.8% | -47.4% | -2.2% |
| YTD | +37.3% | +66.4% | -29.1% | +49.6% |
| 1Y | +174.5% | +72.4% | +102.2% | +201.3% |
| All | +174.5% | +73.3% | +101.2% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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