+1,438.7%
CIEN vs STRL
+7,463.3%
-6,024.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.2% | +3.1% | +5.3% |
| 7D | -5.3% | +10.1% | -15.4% | -8.0% |
| 30D | -17.2% | -8.2% | -9.0% | -14.9% |
| 3M | -26.9% | -43.7% | +16.8% | -13.9% |
| 6M | +16.0% | +27.1% | -11.1% | +3.6% |
| YTD | +45.9% | +64.0% | -18.1% | +21.3% |
| 1Y | +186.8% | +75.2% | +111.6% | +133.7% |
| 3Y | +607.8% | +539.9% | +67.9% | +318.0% |
| 5Y | +506.7% | +2,133.0% | -1,626.3% | +170.6% |
| 10Y | +1,438.7% | +7,178.3% | -5,739.5% | +416.9% |
| All | +1,438.7% | +7,463.3% | -6,024.5% | +416.9% |
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