+48.9%
CIEN vs PBR
+74.7%
-25.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.0% | -2.3% | -9.0% |
| 7D | -25.0% | -11.0% | -14.1% | -24.8% |
| 30D | -30.1% | -18.8% | -11.4% | -30.5% |
| 3M | -33.8% | +7.8% | -41.6% | -35.4% |
| 6M | -49.4% | -7.6% | -41.9% | -50.6% |
| YTD | +16.4% | +72.7% | -56.3% | +18.0% |
| 1Y | +48.9% | +72.9% | -24.1% | +49.0% |
| All | +48.9% | +74.7% | -25.9% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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