+87.9%
CIEN vs CLF
+220.4%
-132.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.0% |
| 7D | -24.1% | -19.6% | -4.5% | -19.8% |
| 30D | -45.5% | -5.0% | -40.5% | -44.7% |
| 3M | -39.7% | -6.3% | -33.4% | -38.8% |
| 6M | -57.8% | +2.8% | -60.6% | -58.6% |
| YTD | +4.1% | -13.7% | +17.8% | +4.3% |
| 1Y | +20.8% | +13.6% | +7.2% | +13.6% |
| 3Y | +463.1% | -34.0% | +497.1% | +456.2% |
| 5Y | +302.3% | -48.7% | +351.0% | +300.6% |
| 10Y | +1,164.4% | +113.4% | +1,050.9% | +593.8% |
| All | +87.9% | +220.4% | -132.4% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling