+1.4%
CRM vs CIEN
+166.8%
-165.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.5% | +2.6% |
| 7D | -4.4% | +8.9% | -13.3% | -3.2% |
| 30D | +28.1% | -19.1% | +47.2% | +25.1% |
| 3M | +48.8% | -21.5% | +70.3% | +46.5% |
| 6M | +28.3% | +2.8% | +25.4% | +27.2% |
| YTD | -6.0% | +49.5% | -55.5% | -8.5% |
| 1Y | +1.4% | +163.8% | -162.4% | -10.8% |
| All | +1.4% | +166.8% | -165.4% | -10.8% |
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