+3,231.7%
CLS vs CIEN
+28.7%
+3,203.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +4.6% | -15.2% | +19.7% | +9.6% |
| 30D | -13.9% | -21.5% | +7.6% | -7.4% |
| 3M | -26.6% | -40.1% | +13.5% | -14.0% |
| 6M | +15.4% | -6.6% | +22.0% | +17.5% |
| YTD | +5.7% | +37.3% | -31.6% | -4.7% |
| 1Y | +41.1% | +174.5% | -133.4% | +4.0% |
| 3Y | +1,228.6% | +562.3% | +666.3% | +673.4% |
| 5Y | +3,240.6% | +463.9% | +2,776.7% | +1,894.7% |
| 10Y | +2,760.3% | +1,302.4% | +1,458.0% | +1,149.2% |
| All | +3,231.7% | +28.7% | +3,203.0% | +1,377.2% |
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 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