+48.9%
CIEN vs CLX
-6.5%
+55.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.7% | -15.0% | -7.0% |
| 7D | -25.0% | +14.2% | -39.2% | -20.9% |
| 30D | -30.1% | +22.7% | -52.8% | -24.2% |
| 3M | -33.8% | -2.8% | -31.0% | -33.5% |
| 6M | -49.4% | +17.7% | -67.1% | -47.0% |
| YTD | +16.4% | +3.3% | +13.1% | +41.4% |
| 1Y | +48.9% | -5.6% | +54.5% | +77.7% |
| All | +48.9% | -6.5% | +55.4% | +77.7% |
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