+1,188.7%
CIEN vs CLF
+92.7%
+1,096.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.0% | +3.7% | +9.3% |
| 7D | -5.3% | -14.1% | +8.8% | -2.1% |
| 30D | -40.1% | -5.5% | -34.6% | -39.3% |
| 3M | -34.7% | 0.0% | -34.7% | -34.6% |
| 6M | -50.9% | +11.3% | -62.1% | -52.2% |
| YTD | +15.2% | -7.7% | +22.8% | +14.2% |
| 1Y | +35.2% | +17.5% | +17.6% | +28.4% |
| 3Y | +522.6% | -25.4% | +548.0% | +503.2% |
| 5Y | +344.2% | -46.0% | +390.2% | +339.4% |
| 10Y | +1,188.7% | +80.1% | +1,108.6% | +810.6% |
| All | +1,188.7% | +92.7% | +1,096.0% | +810.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling