+40.3%
CIEN vs CLX
+7.9%
+32.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.3% |
| 7D | +27.4% | +8.5% | +18.8% | +30.6% |
| 30D | -26.6% | +30.0% | -56.6% | -19.2% |
| 3M | -32.0% | +3.8% | -35.7% | -30.3% |
| 6M | -49.1% | +24.6% | -73.7% | -45.2% |
| YTD | +25.7% | +12.8% | +12.9% | +55.2% |
| 1Y | +40.3% | +8.6% | +31.7% | +74.4% |
| All | +40.3% | +7.9% | +32.4% | +74.4% |
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