-31.6%
CRCL vs CIEN
+49.1%
-80.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.3% | +10.5% | +2.9% |
| 7D | -6.8% | -25.0% | +18.2% | -2.1% |
| 30D | -8.6% | -30.1% | +21.5% | -3.1% |
| 3M | +20.3% | -33.8% | +54.1% | +29.0% |
| 6M | -36.3% | -49.4% | +13.1% | -28.6% |
| YTD | -4.0% | +16.4% | -20.4% | -12.4% |
| 1Y | -31.6% | +48.9% | -80.4% | -39.6% |
| All | -31.6% | +49.1% | -80.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling