+1,184.7%
CIEN vs PR
+65.1%
+1,119.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.0% |
| 7D | -9.3% | -9.5% | +0.2% | -8.5% |
| 30D | -39.5% | -5.7% | -33.8% | -39.2% |
| 3M | -29.8% | +3.0% | -32.8% | -30.0% |
| 6M | -50.4% | +11.8% | -62.2% | -50.8% |
| YTD | +16.3% | +58.5% | -42.1% | +11.8% |
| 1Y | +30.4% | +69.9% | -39.5% | +24.5% |
| 3Y | +516.6% | +84.9% | +431.7% | +484.2% |
| 5Y | +349.8% | +246.4% | +103.3% | +306.1% |
| 10Y | +1,184.7% | +70.3% | +1,114.4% | +1,285.5% |
| All | +1,184.7% | +65.1% | +1,119.6% | +1,285.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling