+174.5%
CIEN vs CLX
-20.9%
+195.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +0.7% |
| 7D | -15.2% | -9.2% | -5.9% | -18.1% |
| 30D | -21.5% | -11.0% | -10.4% | -24.7% |
| 3M | -40.1% | +5.0% | -45.1% | -39.2% |
| 6M | -6.6% | -18.8% | +12.3% | -9.1% |
| YTD | +37.3% | -4.4% | +41.7% | +53.0% |
| 1Y | +174.5% | -21.9% | +196.4% | +179.3% |
| All | +174.5% | -20.9% | +195.4% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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