+147.9%
CIEN vs CLX
+609.0%
-461.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | -15.2% | -9.2% | -5.9% | -12.9% |
| 30D | -21.5% | -11.0% | -10.4% | -19.0% |
| 3M | -40.1% | +5.0% | -45.1% | -41.7% |
| 6M | -6.6% | -18.8% | +12.3% | -2.4% |
| YTD | +37.3% | -4.4% | +41.7% | +36.2% |
| 1Y | +174.5% | -21.9% | +196.4% | +187.7% |
| 3Y | +562.3% | -32.8% | +595.0% | +612.4% |
| 5Y | +463.9% | -34.6% | +498.5% | +497.2% |
| 10Y | +1,302.4% | -4.7% | +1,307.1% | +1,173.6% |
| All | +147.9% | +609.0% | -461.1% | +11.8% |
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 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