+509.1%
CIEN vs CLX
-37.0%
+546.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | -4.6% | -4.9% | +0.4% | -4.6% |
| 30D | -12.8% | -15.8% | +3.0% | -12.8% |
| 3M | -23.1% | -7.9% | -15.1% | -23.1% |
| 6M | +6.1% | -19.0% | +25.2% | +7.3% |
| YTD | +44.5% | -7.9% | +52.5% | +45.0% |
| 1Y | +176.6% | -25.4% | +202.0% | +183.6% |
| 3Y | +601.0% | -35.0% | +636.0% | +622.3% |
| 5Y | +509.1% | -36.8% | +545.9% | +491.8% |
| All | +509.1% | -37.0% | +546.1% | +491.8% |
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