+378.7%
CIEN vs BROS
-49.1%
+427.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.1% |
| 7D | +27.4% | -2.5% | +29.9% | +28.1% |
| 30D | -26.6% | -11.2% | -15.3% | -24.7% |
| 3M | -32.0% | -33.9% | +2.0% | -26.1% |
| 6M | -49.1% | -33.5% | -15.6% | -45.6% |
| YTD | +25.7% | -44.9% | +70.6% | +38.8% |
| 1Y | +40.3% | -41.5% | +81.8% | +52.6% |
| 3Y | +566.2% | +22.4% | +543.7% | +512.8% |
| 5Y | +378.7% | -45.7% | +424.4% | +374.9% |
| All | +378.7% | -49.1% | +427.9% | +374.9% |
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 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