+128.6%
CIEN vs STRL
+26,908.9%
-26,780.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.9% | +3.9% | +8.3% |
| 7D | +8.7% | +7.1% | +1.6% | +8.1% |
| 30D | -26.9% | -39.4% | +12.5% | -22.6% |
| 3M | -23.6% | -43.0% | +19.4% | -18.5% |
| 6M | -49.1% | -65.0% | +15.9% | -43.0% |
| YTD | +26.6% | -0.8% | +27.4% | +27.1% |
| 1Y | +42.7% | -20.3% | +63.0% | +46.3% |
| 3Y | +570.8% | +356.5% | +214.3% | +490.5% |
| 5Y | +386.4% | +952.8% | -566.4% | +297.5% |
| 10Y | +1,261.7% | +3,877.1% | -2,615.4% | +880.6% |
| All | +128.6% | +26,908.9% | -26,780.3% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling