+1,146.8%
CIEN vs CRL
+350.3%
+796.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.7% | -4.3% |
| 7D | +15.3% | +0.1% | +15.1% | +15.3% |
| 30D | -22.0% | +11.9% | -33.9% | -24.2% |
| 3M | -36.6% | +20.2% | -56.8% | -40.0% |
| 6M | -51.5% | +107.5% | -159.0% | -62.2% |
| YTD | +20.0% | +69.4% | -49.5% | -1.7% |
| 1Y | +44.5% | +99.7% | -55.3% | +11.5% |
| 3Y | +539.0% | +98.8% | +440.3% | +361.3% |
| 5Y | +356.8% | -12.4% | +369.3% | +341.4% |
| All | +1,146.8% | +350.3% | +796.6% | +456.9% |
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