+1,115.9%
CIEN vs BR
+1,321.0%
-205.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +3.1% |
| 7D | -15.2% | -5.3% | -9.9% | -12.6% |
| 30D | -21.5% | +6.4% | -27.9% | -24.9% |
| 3M | -40.1% | +13.6% | -53.7% | -45.9% |
| 6M | -6.6% | -6.7% | +0.1% | -7.3% |
| YTD | +37.3% | -21.1% | +58.4% | +49.1% |
| 1Y | +174.5% | -29.6% | +204.1% | +219.3% |
| 3Y | +562.3% | -2.4% | +564.6% | +508.3% |
| 5Y | +463.9% | +11.2% | +452.7% | +362.8% |
| 10Y | +1,302.4% | +191.8% | +1,110.6% | +452.2% |
| All | +1,115.9% | +1,321.0% | -205.1% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling