+158.3%
CIEN vs BRO
+8,135.5%
-7,977.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +5.4% | -8.6% | +14.0% | +9.6% |
| 30D | -13.7% | -6.9% | -6.7% | -11.3% |
| 3M | -23.0% | +10.5% | -33.5% | -28.9% |
| 6M | -0.8% | -2.8% | +1.9% | -4.2% |
| YTD | +43.1% | -16.1% | +59.2% | +45.9% |
| 1Y | +157.6% | -27.6% | +185.2% | +180.2% |
| 3Y | +593.8% | -7.3% | +601.1% | +541.1% |
| 5Y | +520.6% | +19.0% | +501.6% | +387.5% |
| 10Y | +1,444.6% | +292.7% | +1,151.9% | +525.4% |
| All | +158.3% | +8,135.5% | -7,977.1% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling