+543.5%
CIEN vs CRH
+93.9%
+449.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +3.9% |
| 7D | +8.9% | -6.1% | +14.9% | +12.6% |
| 30D | -19.1% | -9.3% | -9.8% | -14.6% |
| 3M | -21.5% | -15.2% | -6.3% | -15.1% |
| 6M | +2.8% | -14.2% | +17.0% | +10.4% |
| YTD | +49.5% | -28.3% | +77.7% | +77.0% |
| 1Y | +163.8% | -21.8% | +185.6% | +196.3% |
| 3Y | +615.8% | +71.6% | +544.2% | +419.3% |
| All | +543.5% | +93.9% | +449.6% | +306.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling