-36.9%
CBRS vs CIEN
-41.5%
+4.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.2% |
| 7D | +6.3% | -4.6% | +10.9% | +8.4% |
| 30D | -14.7% | -12.8% | -1.9% | -6.9% |
| 3M | -13.5% | -23.1% | +9.6% | -4.6% |
| All | -36.9% | -41.5% | +4.6% | -28.3% |
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 · Available span rolling