+1,500.5%
CIEN vs PBR
+697.0%
+803.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.6% |
| 7D | +8.9% | +5.4% | +3.5% | +8.0% |
| 30D | -19.1% | +22.9% | -42.0% | -21.9% |
| 3M | -21.5% | +19.6% | -41.1% | -24.0% |
| 6M | +2.8% | +16.5% | -13.7% | -0.3% |
| YTD | +49.5% | +86.7% | -37.2% | +33.8% |
| 1Y | +163.8% | +74.7% | +89.1% | +138.3% |
| 3Y | +615.8% | +102.6% | +513.3% | +523.3% |
| 5Y | +548.4% | +566.6% | -18.2% | +340.0% |
| All | +1,500.5% | +697.0% | +803.5% | +838.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling