+218.9%
CRWD vs CIEN
+502.7%
-283.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -2.8% | +5.4% | -8.2% | -4.5% |
| 30D | -5.9% | -13.7% | +7.8% | -2.5% |
| 3M | +29.0% | -23.0% | +52.0% | +36.4% |
| 6M | +91.5% | -0.8% | +92.3% | +76.4% |
| YTD | +78.2% | +43.1% | +35.2% | +37.2% |
| 1Y | +96.6% | +157.6% | -61.0% | +15.4% |
| 3Y | +397.0% | +593.8% | -196.8% | +65.1% |
| 5Y | +218.9% | +520.6% | -301.7% | +17.5% |
| All | +218.9% | +502.7% | -283.8% | +17.5% |
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