+386.4%
CIEN vs CLX
-22.3%
+408.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.8% |
| 7D | +8.7% | +7.8% | +1.0% | +8.9% |
| 30D | -26.9% | +28.5% | -55.4% | -26.4% |
| 3M | -23.6% | +1.3% | -24.9% | -23.1% |
| 6M | -49.1% | +23.4% | -72.5% | -49.1% |
| YTD | +26.6% | +11.4% | +15.2% | +27.8% |
| 1Y | +42.7% | +6.9% | +35.8% | +44.7% |
| 3Y | +570.8% | -9.8% | +580.6% | +577.9% |
| 5Y | +386.4% | -22.7% | +409.1% | +389.0% |
| All | +386.4% | -22.3% | +408.7% | +389.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling