-10.0%
CRM vs CIEN
+49.1%
-59.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.3% | +11.5% | +0.9% |
| 7D | -6.2% | -25.0% | +18.9% | -9.8% |
| 30D | -1.2% | -30.1% | +29.0% | -5.4% |
| 3M | +19.1% | -33.8% | +52.9% | +14.1% |
| 6M | +23.0% | -49.4% | +72.4% | +16.0% |
| YTD | -13.7% | +16.4% | -30.1% | -16.3% |
| 1Y | -10.0% | +48.9% | -58.9% | -13.4% |
| All | -10.0% | +49.1% | -59.1% | -13.4% |
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