-29.6%
CLS vs CIEN
+49.1%
-78.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -9.3% | +0.2% | -3.0% |
| 7D | -21.1% | -25.0% | +3.9% | -5.2% |
| 30D | -38.2% | -30.1% | -8.1% | -23.2% |
| 3M | -36.3% | -33.8% | -2.5% | -19.0% |
| 6M | -43.8% | -49.4% | +5.6% | -15.3% |
| YTD | -20.0% | +16.4% | -36.4% | -40.4% |
| 1Y | -29.6% | +48.9% | -78.5% | -60.8% |
| All | -29.6% | +49.1% | -78.7% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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