+1,229.6%
CIEN vs CLBK
+65.5%
+1,164.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +8.9% | -1.5% | +10.3% | +9.4% |
| 30D | -19.1% | -1.0% | -18.1% | -18.9% |
| 3M | -21.5% | +22.9% | -44.4% | -26.7% |
| 6M | +2.8% | +44.2% | -41.4% | -9.0% |
| YTD | +49.5% | +64.0% | -14.5% | +25.9% |
| 1Y | +163.8% | +65.7% | +98.1% | +119.9% |
| 3Y | +615.8% | +54.1% | +561.8% | +498.1% |
| 5Y | +548.4% | +44.7% | +503.7% | +412.9% |
| All | +1,229.6% | +65.5% | +1,164.1% | +850.0% |
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