+539.4%
CIEN vs BROS
+41.2%
+498.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.6% |
| 7D | -5.3% | -0.9% | -4.4% | -5.1% |
| 30D | -17.2% | -13.5% | -3.8% | -15.2% |
| 3M | -26.9% | -18.4% | -8.4% | -25.1% |
| 6M | +16.0% | -10.6% | +26.6% | +16.8% |
| YTD | +45.9% | -25.1% | +71.0% | +50.8% |
| 1Y | +186.8% | -28.6% | +215.4% | +197.3% |
| 3Y | +607.8% | +65.6% | +542.2% | +535.1% |
| All | +539.4% | +41.2% | +498.2% | +486.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling