+1,703.4%
CIEN vs PR
+169.5%
+1,533.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -15.2% | +2.9% | -18.1% | -15.4% |
| 30D | -21.5% | +18.0% | -39.5% | -22.5% |
| 3M | -40.1% | +16.9% | -56.9% | -40.9% |
| 6M | -6.6% | +28.2% | -34.8% | -8.6% |
| YTD | +37.3% | +69.3% | -32.1% | +31.2% |
| 1Y | +174.5% | +69.5% | +105.0% | +162.2% |
| 3Y | +562.3% | +81.7% | +480.6% | +526.9% |
| 5Y | +463.9% | +422.2% | +41.7% | +398.3% |
| 10Y | +1,302.4% | +110.4% | +1,192.0% | +1,273.6% |
| All | +1,703.4% | +169.5% | +1,533.9% | +1,586.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling