+48.9%
CIEN vs BROS
-18.6%
+67.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.2% | -9.4% |
| 7D | -25.0% | +2.5% | -27.5% | -25.3% |
| 30D | -30.1% | +15.1% | -45.2% | -31.6% |
| 3M | -33.8% | -31.4% | -2.4% | -30.3% |
| 6M | -49.4% | -22.6% | -26.8% | -48.6% |
| YTD | +16.4% | -28.1% | +44.6% | +18.3% |
| 1Y | +48.9% | -20.3% | +69.1% | +49.9% |
| All | +48.9% | -18.6% | +67.5% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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