+434.0%
CIEN vs PR
+61.1%
+372.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.9% | -10.4% | -13.7% |
| 7D | -34.0% | -16.5% | -17.4% | -30.1% |
| 30D | -48.0% | -4.5% | -43.5% | -47.0% |
| 3M | -43.5% | +8.5% | -52.1% | -45.0% |
| 6M | -57.6% | -3.3% | -54.3% | -57.4% |
| YTD | -1.3% | +55.7% | -57.0% | -17.6% |
| 1Y | +17.9% | +82.0% | -64.2% | -8.5% |
| All | +434.0% | +61.1% | +372.9% | +325.7% |
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