+598.9%
CIEN vs BROS
+66.2%
+532.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.7% |
| 7D | -5.3% | -0.9% | -4.4% | -5.1% |
| 30D | -17.2% | -13.5% | -3.8% | -14.6% |
| 3M | -26.9% | -18.4% | -8.4% | -24.8% |
| 6M | +16.0% | -10.6% | +26.6% | +16.6% |
| YTD | +45.9% | -25.1% | +71.0% | +51.8% |
| 1Y | +186.8% | -28.6% | +215.4% | +199.7% |
| All | +598.9% | +66.2% | +532.7% | +494.2% |
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