+569.7%
CIEN vs BROS
+22.6%
+547.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.2% |
| 7D | +27.4% | -2.5% | +29.9% | +28.1% |
| 30D | -26.6% | -11.2% | -15.3% | -24.4% |
| 3M | -32.0% | -33.9% | +2.0% | -25.5% |
| 6M | -49.1% | -33.5% | -15.6% | -45.5% |
| YTD | +25.7% | -44.9% | +70.6% | +40.0% |
| 1Y | +40.3% | -41.5% | +81.8% | +53.6% |
| All | +569.7% | +22.6% | +547.1% | +532.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling