+509.1%
CIEN vs CRL
-37.6%
+546.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -4.6% | -4.6% | 0.0% | -3.5% |
| 30D | -12.8% | +0.5% | -13.3% | -13.0% |
| 3M | -23.1% | +46.6% | -69.7% | -30.5% |
| 6M | +6.1% | +57.3% | -51.2% | -7.3% |
| YTD | +44.5% | +39.5% | +5.0% | +29.9% |
| 1Y | +176.6% | +76.9% | +99.8% | +130.9% |
| 3Y | +601.0% | +39.4% | +561.6% | +498.7% |
| 5Y | +509.1% | -37.2% | +546.3% | +451.1% |
| All | +509.1% | -37.6% | +546.7% | +451.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling