+585.2%
CIEN vs PBR
+101.4%
+483.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | +5.4% | +4.2% | +1.1% | +4.6% |
| 30D | -13.7% | +22.7% | -36.4% | -16.8% |
| 3M | -23.0% | +21.5% | -44.5% | -25.8% |
| 6M | -0.8% | +24.0% | -24.8% | -5.6% |
| YTD | +43.1% | +88.2% | -45.2% | +25.6% |
| 1Y | +157.6% | +74.8% | +82.8% | +128.9% |
| All | +585.2% | +101.4% | +483.7% | +468.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling