+477.0%
CIEN vs STRL
+2,010.6%
-1,533.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.6% | -1.1% |
| 7D | -15.2% | +3.4% | -18.6% | -16.3% |
| 30D | -21.5% | -9.2% | -12.2% | -18.4% |
| 3M | -40.1% | -51.0% | +11.0% | -22.6% |
| 6M | -6.6% | +15.8% | -22.3% | -17.8% |
| YTD | +37.3% | +58.9% | -21.6% | +6.2% |
| 1Y | +174.5% | +68.5% | +106.0% | +106.3% |
| 3Y | +562.3% | +485.2% | +77.0% | +229.7% |
| All | +477.0% | +2,010.6% | -1,533.6% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling