+1,252.7%
CIEN vs CBRE
+2,234.5%
-981.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -15.2% | -2.0% | -13.2% | -14.8% |
| 30D | -21.5% | -2.2% | -19.3% | -21.2% |
| 3M | -40.1% | +12.9% | -53.0% | -43.6% |
| 6M | -6.6% | +4.3% | -10.9% | -10.0% |
| YTD | +37.3% | -8.0% | +45.3% | +37.3% |
| 1Y | +174.5% | -8.6% | +183.1% | +174.4% |
| 3Y | +562.3% | +71.9% | +490.4% | +420.2% |
| 5Y | +463.9% | +50.0% | +413.9% | +361.1% |
| 10Y | +1,302.4% | +390.1% | +912.3% | +602.9% |
| All | +1,252.7% | +2,234.5% | -981.8% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling