+48.9%
CIEN vs CLF
+12.5%
+36.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.2% | -0.1% | -6.9% |
| 7D | -25.0% | -7.9% | -17.2% | -23.4% |
| 30D | -30.1% | +5.2% | -35.4% | -30.8% |
| 3M | -33.8% | +4.3% | -38.1% | -34.5% |
| 6M | -49.4% | +25.3% | -74.7% | -51.4% |
| YTD | +16.4% | -3.3% | +19.7% | +10.0% |
| 1Y | +48.9% | +20.2% | +28.6% | +27.4% |
| All | +48.9% | +12.5% | +36.3% | +27.4% |
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