+1,206.6%
CIEN vs STRL
+3,816.9%
-2,610.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +27.4% | +23.4% | +3.9% | +19.0% |
| 30D | -26.6% | -39.5% | +12.9% | -13.4% |
| 3M | -32.0% | -45.1% | +13.1% | -17.1% |
| 6M | -49.1% | -64.6% | +15.5% | -30.2% |
| YTD | +25.7% | -1.5% | +27.2% | +23.6% |
| 1Y | +40.3% | -20.8% | +61.1% | +46.6% |
| 3Y | +566.2% | +353.1% | +213.1% | +351.9% |
| 5Y | +378.7% | +942.9% | -564.1% | +164.9% |
| All | +1,206.6% | +3,816.9% | -2,610.3% | +496.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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