+831.6%
CIEN vs CARR
+421.5%
+410.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.0% | +3.9% |
| 7D | +8.9% | -3.8% | +12.7% | +10.4% |
| 30D | -19.1% | -8.9% | -10.2% | -16.3% |
| 3M | -21.5% | -17.3% | -4.2% | -15.8% |
| 6M | +2.8% | -1.4% | +4.2% | +3.2% |
| YTD | +49.5% | +10.0% | +39.5% | +43.7% |
| 1Y | +163.8% | -6.4% | +170.2% | +168.1% |
| 3Y | +615.8% | +1.5% | +614.3% | +608.2% |
| 5Y | +548.4% | +9.3% | +539.1% | +501.0% |
| All | +831.6% | +421.5% | +410.1% | +672.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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