+526.8%
CIEN vs BROS
+33.7%
+493.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.4% |
| 7D | +5.4% | -6.1% | +11.4% | +6.5% |
| 30D | -13.7% | -12.4% | -1.3% | -11.7% |
| 3M | -23.0% | -27.9% | +4.9% | -19.4% |
| 6M | -0.8% | -16.8% | +16.0% | +1.1% |
| YTD | +43.1% | -29.0% | +72.1% | +49.2% |
| 1Y | +157.6% | -33.2% | +190.8% | +170.1% |
| 3Y | +593.8% | +56.8% | +537.1% | +528.4% |
| All | +526.8% | +33.7% | +493.1% | +480.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling