+355.8%
CIEN vs CLF
-42.8%
+398.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -3.8% |
| 7D | +15.3% | +10.4% | +4.9% | +12.7% |
| 30D | -22.0% | +0.6% | -22.5% | -21.8% |
| 3M | -36.6% | +4.1% | -40.8% | -37.1% |
| 6M | -51.5% | +15.1% | -66.6% | -53.3% |
| YTD | +20.0% | -4.7% | +24.7% | +17.9% |
| 1Y | +44.5% | +20.4% | +24.1% | +35.1% |
| 3Y | +539.0% | -23.4% | +562.4% | +505.5% |
| All | +355.8% | -42.8% | +398.6% | +341.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling