+1,261.7%
CIEN vs PR
+72.8%
+1,188.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +6.0% | +8.6% |
| 7D | +8.7% | -0.5% | +9.2% | +8.9% |
| 30D | -26.9% | -4.6% | -22.3% | -26.6% |
| 3M | -23.6% | +4.7% | -28.3% | -23.9% |
| 6M | -49.1% | +12.4% | -61.5% | -49.6% |
| YTD | +26.6% | +62.9% | -36.3% | +21.4% |
| 1Y | +42.7% | +70.6% | -27.9% | +36.3% |
| 3Y | +570.8% | +90.0% | +480.8% | +534.3% |
| 5Y | +386.4% | +255.5% | +130.9% | +338.3% |
| 10Y | +1,261.7% | +78.7% | +1,183.0% | +1,376.8% |
| All | +1,261.7% | +72.8% | +1,188.9% | +1,376.8% |
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