+1,147.5%
CIEN vs CBRE
+2,024.9%
-877.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +8.7% | -4.6% | +13.4% | +10.9% |
| 30D | -26.9% | +3.0% | -29.9% | -28.1% |
| 3M | -23.6% | -8.7% | -14.9% | -21.9% |
| 6M | -49.1% | -7.9% | -41.2% | -48.8% |
| YTD | +26.6% | -16.3% | +42.9% | +30.3% |
| 1Y | +42.7% | -13.1% | +55.8% | +44.8% |
| 3Y | +570.8% | +83.1% | +487.7% | +412.1% |
| 5Y | +386.4% | +27.7% | +358.7% | +319.5% |
| 10Y | +1,261.7% | +386.9% | +874.8% | +580.4% |
| All | +1,147.5% | +2,024.9% | -877.4% | +95.8% |
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