+470.7%
CIEN vs CBRE
+51.5%
+419.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -15.2% | -2.0% | -13.2% | -14.7% |
| 30D | -21.5% | -2.2% | -19.3% | -21.1% |
| 3M | -40.1% | +12.9% | -53.0% | -44.4% |
| 6M | -6.6% | +4.3% | -10.9% | -10.5% |
| YTD | +37.3% | -8.0% | +45.3% | +38.0% |
| 1Y | +174.5% | -8.6% | +183.1% | +175.6% |
| 3Y | +562.3% | +71.9% | +490.4% | +365.4% |
| All | +470.7% | +51.5% | +419.2% | +302.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling