+1,035.0%
CIEN vs CBRE
+2,081.6%
-1,046.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.7% | +9.9% |
| 7D | -5.3% | +1.0% | -6.3% | -5.6% |
| 30D | -40.1% | +5.6% | -45.8% | -41.6% |
| 3M | -34.7% | -6.8% | -27.9% | -33.7% |
| 6M | -50.9% | -5.6% | -45.3% | -51.1% |
| YTD | +15.2% | -14.1% | +29.2% | +17.4% |
| 1Y | +35.2% | -9.5% | +44.7% | +35.0% |
| 3Y | +522.6% | +91.8% | +430.8% | +367.4% |
| 5Y | +344.2% | +30.3% | +313.9% | +280.4% |
| 10Y | +1,188.7% | +406.9% | +781.8% | +534.7% |
| All | +1,035.0% | +2,081.6% | -1,046.7% | +76.5% |
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