-35.8%
CIEN vs PBR
+1,873.9%
-1,909.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | -12.8% | +17.5% | -30.4% | -16.9% |
| 3M | -23.1% | +20.9% | -44.0% | -27.5% |
| 6M | +6.1% | +20.2% | -14.1% | -0.5% |
| YTD | +44.5% | +84.3% | -39.8% | +19.5% |
| 1Y | +176.6% | +77.1% | +99.5% | +130.7% |
| 3Y | +601.0% | +100.8% | +500.1% | +450.2% |
| 5Y | +509.1% | +556.1% | -47.0% | +212.0% |
| 10Y | +1,460.5% | +676.1% | +784.4% | +498.8% |
| All | -35.8% | +1,873.9% | -1,909.7% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling