+2,277.8%
CLS vs CIEN
+8.0%
+2,269.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +10.7% | -2.8% | +4.4% |
| 7D | -10.6% | -5.3% | -5.3% | -8.8% |
| 30D | -38.4% | -40.1% | +1.7% | -27.2% |
| 3M | -29.9% | -34.7% | +4.8% | -19.9% |
| 6M | -40.6% | -50.9% | +10.2% | -25.8% |
| YTD | -24.6% | +15.2% | -39.8% | -27.9% |
| 1Y | -30.8% | +35.2% | -66.0% | -36.6% |
| 3Y | +811.7% | +522.6% | +289.2% | +444.6% |
| 5Y | +1,838.4% | +344.2% | +1,494.2% | +1,149.2% |
| 10Y | +1,751.5% | +1,188.7% | +562.8% | +737.9% |
| All | +2,277.8% | +8.0% | +2,269.8% | +1,017.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling