+7.1%
CRM vs CIEN
+179.1%
-172.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -1.8% |
| 7D | +1.3% | -15.2% | +16.4% | -0.9% |
| 30D | +34.3% | -21.5% | +55.8% | +30.5% |
| 3M | +37.7% | -40.1% | +77.8% | +31.4% |
| 6M | +34.9% | -6.6% | +41.5% | +32.7% |
| YTD | -1.6% | +37.3% | -38.9% | -4.6% |
| 1Y | +7.1% | +174.5% | -167.4% | +8.9% |
| All | +7.1% | +179.1% | -172.0% | +8.9% |
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