+1,438.7%
CIEN vs CLF
+108.7%
+1,330.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +6.6% |
| 7D | -5.3% | +6.5% | -11.8% | -6.5% |
| 30D | -17.2% | +0.2% | -17.5% | -17.4% |
| 3M | -26.9% | -3.1% | -23.8% | -27.0% |
| 6M | +16.0% | +25.0% | -9.0% | +10.0% |
| YTD | +45.9% | -7.5% | +53.4% | +44.4% |
| 1Y | +186.8% | +11.5% | +175.3% | +171.7% |
| 3Y | +607.8% | -13.7% | +621.5% | +565.8% |
| 5Y | +506.7% | -47.0% | +553.7% | +497.7% |
| 10Y | +1,438.7% | +116.3% | +1,322.4% | +899.1% |
| All | +1,438.7% | +108.7% | +1,330.1% | +899.1% |
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