+463.1%
CIEN vs PR
+64.2%
+398.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.5% | +4.9% |
| 7D | -24.1% | -16.4% | -7.7% | -19.7% |
| 30D | -45.5% | -1.9% | -43.6% | -44.9% |
| 3M | -39.7% | +8.0% | -47.7% | -41.2% |
| 6M | -57.8% | +4.1% | -61.9% | -58.5% |
| YTD | +4.1% | +58.7% | -54.6% | -13.7% |
| 1Y | +20.8% | +75.8% | -55.0% | -4.6% |
| 3Y | +463.1% | +73.2% | +390.0% | +346.4% |
| All | +463.1% | +64.2% | +398.9% | +346.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling