+174.5%
CIEN vs BRO
-24.4%
+199.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | -0.5% |
| 7D | -15.2% | -2.6% | -12.6% | -17.3% |
| 30D | -21.5% | +0.9% | -22.4% | -20.3% |
| 3M | -40.1% | +24.8% | -64.8% | -24.3% |
| 6M | -6.6% | -0.1% | -6.5% | +1.9% |
| YTD | +37.3% | -9.7% | +47.0% | +41.3% |
| 1Y | +174.5% | -24.5% | +199.0% | +166.5% |
| All | +174.5% | -24.4% | +199.0% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling