+425.6%
CIEN vs BROS
+10.5%
+415.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.5% | -11.1% | -5.7% |
| 7D | +15.3% | +6.3% | +9.0% | +13.9% |
| 30D | -22.0% | -8.3% | -13.6% | -20.7% |
| 3M | -36.6% | -29.8% | -6.9% | -32.8% |
| 6M | -51.5% | -25.8% | -25.6% | -49.7% |
| YTD | +20.0% | -41.4% | +61.3% | +29.1% |
| 1Y | +44.5% | -35.2% | +79.6% | +52.3% |
| 3Y | +539.0% | +32.8% | +506.3% | +495.9% |
| 5Y | +356.8% | -42.2% | +399.0% | +339.4% |
| All | +425.6% | +10.5% | +415.1% | +401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling