+1,460.5%
CIEN vs CBRE
+381.8%
+1,078.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | -4.6% | -1.7% | -2.9% | -4.3% |
| 30D | -12.8% | -3.0% | -9.9% | -12.4% |
| 3M | -23.1% | +2.6% | -25.7% | -25.4% |
| 6M | +6.1% | +2.0% | +4.1% | +2.3% |
| YTD | +44.5% | -13.1% | +57.7% | +48.0% |
| 1Y | +176.6% | -13.8% | +190.4% | +183.4% |
| 3Y | +601.0% | +63.9% | +537.1% | +428.2% |
| 5Y | +509.1% | +42.3% | +466.8% | +378.8% |
| 10Y | +1,460.5% | +401.2% | +1,059.3% | +500.1% |
| All | +1,460.5% | +381.8% | +1,078.7% | +500.1% |
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