+163.5%
CIEN vs CRS
+4,774.9%
-4,611.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.5% | +9.8% | +7.8% |
| 7D | -5.3% | -3.1% | -2.2% | -4.2% |
| 30D | -17.2% | -19.6% | +2.4% | -9.4% |
| 3M | -26.9% | -8.1% | -18.8% | -24.5% |
| 6M | +16.0% | +18.6% | -2.5% | +7.7% |
| YTD | +45.9% | +45.9% | +0.1% | +24.1% |
| 1Y | +186.8% | +82.5% | +104.3% | +120.2% |
| 3Y | +607.8% | +648.9% | -41.1% | +189.4% |
| 5Y | +506.7% | +1,438.1% | -931.4% | +68.8% |
| 10Y | +1,438.7% | +1,327.0% | +111.7% | +235.5% |
| All | +163.5% | +4,774.9% | -4,611.3% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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