+174.5%
CIEN vs PBF
+176.4%
-1.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.1% |
| 7D | -15.2% | +4.3% | -19.5% | -15.1% |
| 30D | -21.5% | +22.0% | -43.5% | -20.7% |
| 3M | -40.1% | +74.5% | -114.6% | -37.4% |
| 6M | -6.6% | +67.7% | -74.2% | -2.6% |
| YTD | +37.3% | +179.2% | -141.9% | +45.3% |
| 1Y | +174.5% | +170.0% | +4.5% | +200.8% |
| All | +174.5% | +176.4% | -1.8% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling