+1,500.5%
CIEN vs BRO
+294.2%
+1,206.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +8.9% | -7.3% | +16.2% | +11.2% |
| 30D | -19.1% | -6.9% | -12.2% | -17.8% |
| 3M | -21.5% | +10.7% | -32.2% | -26.1% |
| 6M | +2.8% | -2.7% | +5.5% | +0.8% |
| YTD | +49.5% | -16.3% | +65.8% | +54.0% |
| 1Y | +163.8% | -29.1% | +192.9% | +192.5% |
| 3Y | +615.8% | -7.8% | +623.7% | +557.9% |
| 5Y | +548.4% | +18.7% | +529.6% | +389.2% |
| All | +1,500.5% | +294.2% | +1,206.2% | +397.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling