+1,146.8%
CIEN vs PR
+86.0%
+1,060.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.7% |
| 7D | +15.3% | +6.0% | +9.3% | +14.7% |
| 30D | -22.0% | -4.2% | -17.8% | -21.7% |
| 3M | -36.6% | +10.0% | -46.6% | -37.1% |
| 6M | -51.5% | +15.6% | -67.1% | -52.1% |
| YTD | +20.0% | +68.2% | -48.2% | +14.8% |
| 1Y | +44.5% | +79.2% | -34.7% | +37.4% |
| 3Y | +539.0% | +94.9% | +444.1% | +502.9% |
| 5Y | +356.8% | +272.8% | +84.1% | +310.3% |
| All | +1,146.8% | +86.0% | +1,060.8% | +1,240.9% |
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