+174.5%
CIEN vs CLF
+20.0%
+154.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | -15.2% | +7.6% | -22.8% | -16.5% |
| 30D | -21.5% | -1.2% | -20.3% | -21.4% |
| 3M | -40.1% | -13.4% | -26.7% | -38.5% |
| 6M | -6.6% | +15.4% | -22.0% | -9.8% |
| YTD | +37.3% | -5.9% | +43.1% | +34.4% |
| 1Y | +174.5% | +18.8% | +155.7% | +158.3% |
| All | +174.5% | +20.0% | +154.6% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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