+174.5%
CIEN vs CRL
+78.8%
+95.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | -15.2% | -1.0% | -14.1% | -15.1% |
| 30D | -21.5% | +10.7% | -32.1% | -21.9% |
| 3M | -40.1% | +55.3% | -95.4% | -41.8% |
| 6M | -6.6% | +60.7% | -67.2% | -10.4% |
| YTD | +37.3% | +44.6% | -7.4% | +33.6% |
| 1Y | +174.5% | +77.7% | +96.8% | +157.1% |
| All | +174.5% | +78.8% | +95.7% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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