+169.9%
CIEN vs CRH
+1,922.0%
-1,752.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.1% |
| 7D | +8.9% | -6.1% | +14.9% | +11.3% |
| 30D | -19.1% | -9.3% | -9.8% | -16.1% |
| 3M | -21.5% | -15.2% | -6.3% | -17.2% |
| 6M | +2.8% | -14.2% | +17.0% | +8.1% |
| YTD | +49.5% | -28.3% | +77.7% | +67.3% |
| 1Y | +163.8% | -21.8% | +185.6% | +186.1% |
| 3Y | +615.8% | +71.6% | +544.2% | +483.8% |
| 5Y | +548.4% | +96.6% | +451.8% | +398.1% |
| 10Y | +1,513.8% | +253.8% | +1,259.9% | +875.0% |
| All | +169.9% | +1,922.0% | -1,752.1% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling