+598.9%
CIEN vs CLBK
+53.5%
+545.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.5% |
| 7D | -5.3% | +1.1% | -6.4% | -5.6% |
| 30D | -17.2% | +7.8% | -25.0% | -18.9% |
| 3M | -26.9% | +23.9% | -50.7% | -31.3% |
| 6M | +16.0% | +42.3% | -26.3% | +4.2% |
| YTD | +45.9% | +65.4% | -19.5% | +24.2% |
| 1Y | +186.8% | +70.3% | +116.5% | +139.5% |
| All | +598.9% | +53.5% | +545.4% | +467.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling