+1,184.7%
CIEN vs CRL
+353.6%
+831.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.2% | +1.8% |
| 7D | -9.3% | -1.7% | -7.6% | -8.5% |
| 30D | -39.5% | +14.6% | -54.1% | -41.7% |
| 3M | -29.8% | +24.8% | -54.7% | -34.4% |
| 6M | -50.4% | +94.7% | -145.0% | -60.6% |
| YTD | +16.3% | +73.4% | -57.0% | -5.4% |
| 1Y | +30.4% | +104.7% | -74.3% | -0.2% |
| 3Y | +516.6% | +101.1% | +415.5% | +343.8% |
| 5Y | +349.8% | -10.8% | +360.5% | +332.1% |
| 10Y | +1,184.7% | +358.8% | +825.9% | +475.4% |
| All | +1,184.7% | +353.6% | +831.1% | +475.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling