+1,500.5%
CIEN vs BR
+189.7%
+1,310.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +8.9% | -3.0% | +11.9% | +10.1% |
| 30D | -19.1% | -0.3% | -18.8% | -19.4% |
| 3M | -21.5% | +17.3% | -38.8% | -28.0% |
| 6M | +2.8% | -6.7% | +9.5% | +3.6% |
| YTD | +49.5% | -23.4% | +72.9% | +64.7% |
| 1Y | +163.8% | -32.7% | +196.5% | +211.6% |
| 3Y | +615.8% | -5.9% | +621.7% | +584.0% |
| 5Y | +548.4% | +8.4% | +539.9% | +455.3% |
| All | +1,500.5% | +189.7% | +1,310.8% | +662.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling