+163.8%
CIEN vs CLBK
+68.0%
+95.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +8.9% | -1.5% | +10.3% | +8.7% |
| 30D | -19.1% | -1.0% | -18.1% | -19.2% |
| 3M | -21.5% | +22.9% | -44.4% | -18.6% |
| 6M | +2.8% | +44.2% | -41.4% | +8.1% |
| YTD | +49.5% | +64.0% | -14.5% | +62.6% |
| 1Y | +163.8% | +65.7% | +98.1% | +186.2% |
| All | +163.8% | +68.0% | +95.8% | +186.2% |
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