+147.9%
CIEN vs STRL
+43,143.6%
-42,995.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.6% | +0.5% |
| 7D | -15.2% | +3.4% | -18.6% | -15.5% |
| 30D | -21.5% | -9.2% | -12.2% | -20.6% |
| 3M | -40.1% | -51.0% | +11.0% | -35.6% |
| 6M | -6.6% | +15.8% | -22.3% | -8.6% |
| YTD | +37.3% | +58.9% | -21.6% | +30.4% |
| 1Y | +174.5% | +68.5% | +106.0% | +159.5% |
| 3Y | +562.3% | +485.2% | +77.0% | +460.7% |
| 5Y | +463.9% | +2,005.1% | -1,541.2% | +328.7% |
| 10Y | +1,302.4% | +7,118.0% | -5,815.6% | +846.8% |
| All | +147.9% | +43,143.6% | -42,995.7% | +66.5% |
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