+543.5%
CIEN vs PBR
+552.2%
-8.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.6% |
| 7D | +8.9% | +5.4% | +3.5% | +8.3% |
| 30D | -19.1% | +22.9% | -42.0% | -20.9% |
| 3M | -21.5% | +19.6% | -41.1% | -23.1% |
| 6M | +2.8% | +16.5% | -13.7% | +0.6% |
| YTD | +49.5% | +86.7% | -37.2% | +39.0% |
| 1Y | +163.8% | +74.7% | +89.1% | +146.7% |
| 3Y | +615.8% | +102.6% | +513.3% | +556.0% |
| All | +543.5% | +552.2% | -8.7% | +438.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling