+116.6%
CIEN vs CLX
+746.0%
-629.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.7% | -4.9% |
| 7D | +15.3% | +9.5% | +5.8% | +12.6% |
| 30D | -22.0% | +30.7% | -52.7% | -27.7% |
| 3M | -36.6% | +4.2% | -40.9% | -37.7% |
| 6M | -51.5% | +22.1% | -73.6% | -55.0% |
| YTD | +20.0% | +14.1% | +5.9% | +12.8% |
| 1Y | +44.5% | +10.3% | +34.1% | +36.9% |
| 3Y | +539.0% | -7.8% | +546.8% | +524.2% |
| 5Y | +356.8% | -20.8% | +377.7% | +356.6% |
| 10Y | +1,190.4% | +31.9% | +1,158.6% | +956.6% |
| All | +116.6% | +746.0% | -629.4% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling