+108.0%
CIEN vs STRL
+25,737.3%
-25,629.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +15.0% | -4.3% | +9.0% |
| 7D | -5.3% | -13.3% | +8.1% | -3.7% |
| 30D | -40.1% | -43.3% | +3.2% | -36.2% |
| 3M | -34.7% | -46.9% | +12.2% | -29.8% |
| 6M | -50.9% | -65.6% | +14.7% | -44.9% |
| YTD | +15.2% | -5.1% | +20.2% | +16.1% |
| 1Y | +35.2% | -23.1% | +58.2% | +39.1% |
| 3Y | +522.6% | +346.8% | +175.7% | +449.6% |
| 5Y | +344.2% | +907.2% | -563.0% | +264.7% |
| 10Y | +1,188.7% | +3,988.2% | -2,799.5% | +827.8% |
| All | +108.0% | +25,737.3% | -25,629.4% | +48.2% |
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