+774.9%
CLS vs CIEN
+521.4%
+253.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +10.7% | -2.8% | +0.3% |
| 7D | -10.6% | -5.3% | -5.3% | -7.2% |
| 30D | -38.4% | -40.1% | +1.7% | -12.3% |
| 3M | -29.9% | -34.7% | +4.8% | -8.7% |
| 6M | -40.6% | -50.9% | +10.2% | -6.4% |
| YTD | -24.6% | +15.2% | -39.8% | -41.3% |
| 1Y | -30.8% | +35.2% | -66.0% | -52.4% |
| All | +774.9% | +521.4% | +253.4% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling