+304.6%
CIEN vs STRL
+779.4%
-474.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +4.0% |
| 7D | -24.1% | -26.9% | +2.8% | -13.6% |
| 30D | -45.5% | -52.7% | +7.2% | -25.6% |
| 3M | -39.7% | -52.8% | +13.1% | -17.4% |
| 6M | -57.8% | -71.5% | +13.7% | -31.5% |
| YTD | +4.1% | -17.4% | +21.5% | +5.7% |
| 1Y | +20.8% | -35.0% | +55.8% | +34.4% |
| 3Y | +463.1% | +239.2% | +223.9% | +256.2% |
| All | +304.6% | +779.4% | -474.8% | +78.6% |
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