+1,146.8%
CIEN vs CBRE
+379.0%
+767.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | +15.3% | -1.8% | +17.0% | +16.1% |
| 30D | -22.0% | +3.3% | -25.3% | -23.5% |
| 3M | -36.6% | -12.4% | -24.3% | -33.9% |
| 6M | -51.5% | -5.4% | -46.1% | -51.8% |
| YTD | +20.0% | -17.2% | +37.2% | +24.6% |
| 1Y | +44.5% | -13.1% | +57.5% | +46.5% |
| 3Y | +539.0% | +81.6% | +457.5% | +359.0% |
| 5Y | +356.8% | +26.4% | +330.4% | +276.3% |
| All | +1,146.8% | +379.0% | +767.8% | +417.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling