+1,500.5%
CIEN vs CLX
-3.7%
+1,504.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.6% |
| 7D | +8.9% | -5.7% | +14.6% | +9.8% |
| 30D | -19.1% | -17.0% | -2.1% | -16.9% |
| 3M | -21.5% | -9.7% | -11.8% | -20.7% |
| 6M | +2.8% | -19.8% | +22.7% | +5.9% |
| YTD | +49.5% | -9.8% | +59.3% | +50.3% |
| 1Y | +163.8% | -26.2% | +190.0% | +176.3% |
| 3Y | +615.8% | -36.2% | +652.0% | +662.9% |
| 5Y | +548.4% | -38.3% | +586.7% | +580.7% |
| All | +1,500.5% | -3.7% | +1,504.1% | +1,462.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling