+42.7%
CIEN vs PR
+73.4%
-30.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +6.0% | +8.7% |
| 7D | +8.7% | -0.5% | +9.2% | +8.7% |
| 30D | -26.9% | -4.6% | -22.3% | -26.4% |
| 3M | -23.6% | +4.7% | -28.3% | -21.9% |
| 6M | -49.1% | +12.4% | -61.5% | -47.2% |
| YTD | +26.6% | +62.9% | -36.3% | +52.4% |
| 1Y | +42.7% | +70.6% | -27.9% | +70.9% |
| All | +42.7% | +73.4% | -30.7% | +70.9% |
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 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