+48.9%
CIEN vs PR
+87.5%
-38.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.5% | -2.7% | -9.6% |
| 7D | -25.0% | -12.1% | -12.9% | -25.7% |
| 30D | -30.1% | +0.9% | -31.0% | -29.1% |
| 3M | -33.8% | +10.1% | -43.9% | -31.7% |
| 6M | -49.4% | +1.1% | -50.6% | -49.1% |
| YTD | +16.4% | +63.7% | -47.3% | +39.6% |
| 1Y | +48.9% | +87.0% | -38.2% | +83.2% |
| All | +48.9% | +87.5% | -38.6% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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