+967.1%
CIEN vs CLBK
+60.9%
+906.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.0% | -4.4% |
| 7D | +15.3% | +0.9% | +14.4% | +15.0% |
| 30D | -22.0% | +3.4% | -25.4% | -22.9% |
| 3M | -36.6% | -4.3% | -32.4% | -36.0% |
| 6M | -51.5% | +28.4% | -79.8% | -55.5% |
| YTD | +20.0% | +59.4% | -39.5% | +1.7% |
| 1Y | +44.5% | +64.8% | -20.4% | +20.7% |
| 3Y | +539.0% | +50.6% | +488.5% | +437.2% |
| 5Y | +356.8% | +28.3% | +328.5% | +282.8% |
| All | +967.1% | +60.9% | +906.2% | +667.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling