+477.0%
CIEN vs PR
+433.6%
+43.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | -15.2% | +2.9% | -18.1% | -15.7% |
| 30D | -21.5% | +18.0% | -39.5% | -24.2% |
| 3M | -40.1% | +16.9% | -56.9% | -42.1% |
| 6M | -6.6% | +28.2% | -34.8% | -12.1% |
| YTD | +37.3% | +69.3% | -32.1% | +21.4% |
| 1Y | +174.5% | +69.5% | +105.0% | +141.8% |
| 3Y | +562.3% | +81.7% | +480.6% | +466.2% |
| All | +477.0% | +433.6% | +43.4% | +305.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling