+501.3%
CIEN vs BROS
+43.3%
+458.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -15.2% | -6.7% | -8.5% | -14.1% |
| 30D | -21.5% | -29.1% | +7.6% | -17.1% |
| 3M | -40.1% | -16.7% | -23.4% | -38.8% |
| 6M | -6.6% | -11.6% | +5.0% | -5.8% |
| YTD | +37.3% | -23.9% | +61.2% | +41.5% |
| 1Y | +174.5% | -34.8% | +209.3% | +188.9% |
| 3Y | +562.3% | +62.1% | +500.2% | +495.5% |
| All | +501.3% | +43.3% | +458.0% | +450.1% |
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 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