+5,760.6%
CRM vs CIEN
+1,485.2%
+4,275.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.5% | +0.8% |
| 7D | -4.4% | +8.9% | -13.3% | -6.6% |
| 30D | +28.1% | -19.1% | +47.2% | +34.0% |
| 3M | +48.8% | -21.5% | +70.3% | +53.3% |
| 6M | +28.3% | +2.8% | +25.4% | +17.8% |
| YTD | -6.0% | +49.5% | -55.5% | -24.3% |
| 1Y | +1.4% | +163.8% | -162.4% | -31.9% |
| 3Y | +11.8% | +615.8% | -604.0% | -47.6% |
| 5Y | -2.0% | +548.4% | -550.4% | -53.7% |
| 10Y | +239.6% | +1,513.8% | -1,274.1% | +14.8% |
| All | +5,760.6% | +1,485.2% | +4,275.4% | +1,242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling