-41.8%
CIEN vs CRL
+1,657.4%
-1,699.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.1% |
| 7D | +8.7% | +5.0% | +3.7% | +7.1% |
| 30D | -26.9% | +13.5% | -40.4% | -29.8% |
| 3M | -23.6% | +21.5% | -45.1% | -28.7% |
| 6M | -49.1% | +103.4% | -152.5% | -61.7% |
| YTD | +26.6% | +71.8% | -45.2% | -0.3% |
| 1Y | +42.7% | +97.5% | -54.8% | +6.3% |
| 3Y | +570.8% | +99.2% | +471.6% | +362.7% |
| 5Y | +386.4% | -12.1% | +398.6% | +347.0% |
| 10Y | +1,261.7% | +359.2% | +902.5% | +487.7% |
| All | -41.8% | +1,657.4% | -1,699.2% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling