+174.5%
CIEN vs CRH
-14.7%
+189.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | 0.0% |
| 7D | -15.2% | -1.7% | -13.5% | -14.5% |
| 30D | -21.5% | -5.4% | -16.1% | -19.7% |
| 3M | -40.1% | -11.2% | -28.9% | -37.2% |
| 6M | -6.6% | -15.8% | +9.3% | +0.9% |
| YTD | +37.3% | -23.6% | +60.9% | +53.2% |
| 1Y | +174.5% | -14.6% | +189.1% | +183.5% |
| All | +174.5% | -14.7% | +189.3% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling