+607.8%
CIEN vs CBRE
+67.4%
+540.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.8% | +10.1% | +7.5% |
| 7D | -5.3% | -1.5% | -3.8% | -5.1% |
| 30D | -17.2% | -4.0% | -13.2% | -16.6% |
| 3M | -26.9% | +8.0% | -34.9% | -30.3% |
| 6M | +16.0% | +4.0% | +12.0% | +11.6% |
| YTD | +45.9% | -11.5% | +57.5% | +49.4% |
| 1Y | +186.8% | -13.0% | +199.8% | +195.2% |
| 3Y | +607.8% | +66.9% | +540.9% | +397.7% |
| All | +607.8% | +67.4% | +540.4% | +397.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling