-0.8%
CRM vs CIEN
+544.2%
-545.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.5% | +1.4% |
| 7D | -4.4% | +8.9% | -13.3% | -5.6% |
| 30D | +28.1% | -19.1% | +47.2% | +31.3% |
| 3M | +48.8% | -21.5% | +70.3% | +51.6% |
| 6M | +28.3% | +2.8% | +25.4% | +18.9% |
| YTD | -6.0% | +49.5% | -55.5% | -22.7% |
| 1Y | +1.4% | +163.8% | -162.4% | -30.7% |
| 3Y | +11.8% | +615.8% | -604.0% | -51.5% |
| All | -0.8% | +544.2% | -545.0% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling