+3,542.1%
CLS vs CIEN
+514.2%
+3,027.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.3% | -0.7% | +1.6% |
| 7D | +12.8% | -5.3% | +18.1% | +15.4% |
| 30D | +3.8% | -17.2% | +21.1% | +15.6% |
| 3M | -14.6% | -26.9% | +12.2% | +2.1% |
| 6M | +32.2% | +16.0% | +16.2% | +15.3% |
| YTD | +11.6% | +45.9% | -34.3% | -18.3% |
| 1Y | +35.1% | +186.8% | -151.7% | -35.4% |
| 3Y | +1,312.5% | +607.8% | +704.8% | +313.1% |
| 5Y | +3,542.1% | +506.7% | +3,035.3% | +1,001.3% |
| All | +3,542.1% | +514.2% | +3,027.9% | +1,001.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling