+1,753.0%
CLS vs CIEN
+1,177.1%
+576.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +10.7% | -2.8% | +2.1% |
| 7D | -10.6% | -5.3% | -5.3% | -7.8% |
| 30D | -38.4% | -40.1% | +1.7% | -19.3% |
| 3M | -29.9% | -34.7% | +4.8% | -13.6% |
| 6M | -40.6% | -50.9% | +10.2% | -15.7% |
| YTD | -24.6% | +15.2% | -39.8% | -32.1% |
| 1Y | -30.8% | +35.2% | -66.0% | -42.0% |
| 3Y | +811.7% | +522.6% | +289.2% | +296.1% |
| 5Y | +1,838.4% | +344.2% | +1,494.2% | +818.5% |
| All | +1,753.0% | +1,177.1% | +576.0% | +602.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling