+344.2%
CIEN vs CRL
-6.0%
+350.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.7% | +6.0% | +9.3% |
| 7D | -5.3% | +4.4% | -9.7% | -6.1% |
| 30D | -40.1% | +17.1% | -57.2% | -42.1% |
| 3M | -34.7% | +32.1% | -66.8% | -39.0% |
| 6M | -50.9% | +98.9% | -149.8% | -59.3% |
| YTD | +15.2% | +77.1% | -62.0% | -2.5% |
| 1Y | +35.2% | +110.3% | -75.1% | +8.6% |
| 3Y | +522.6% | +108.5% | +414.1% | +375.7% |
| 5Y | +344.2% | -7.9% | +352.1% | +309.0% |
| All | +344.2% | -6.0% | +350.2% | +309.0% |
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