+509.1%
CIEN vs CLBK
+41.8%
+467.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -4.6% | -1.5% | -3.1% | -4.3% |
| 30D | -12.8% | +6.7% | -19.5% | -14.0% |
| 3M | -23.1% | +21.2% | -44.2% | -26.2% |
| 6M | +6.1% | +42.0% | -35.9% | -1.9% |
| YTD | +44.5% | +63.3% | -18.7% | +28.9% |
| 1Y | +176.6% | +65.4% | +111.2% | +144.8% |
| 3Y | +601.0% | +52.5% | +548.5% | +521.4% |
| 5Y | +509.1% | +42.0% | +467.1% | +403.7% |
| All | +509.1% | +41.8% | +467.3% | +403.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling