+1,196.7%
CIEN vs PR
+147.8%
+1,048.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.9% | -10.4% | -14.8% |
| 7D | -34.0% | -16.5% | -17.4% | -33.0% |
| 30D | -48.0% | -4.5% | -43.5% | -47.7% |
| 3M | -43.5% | +8.5% | -52.1% | -43.9% |
| 6M | -57.6% | -3.3% | -54.3% | -57.6% |
| YTD | -1.3% | +55.7% | -57.0% | -5.0% |
| 1Y | +17.9% | +82.0% | -64.2% | +12.0% |
| 3Y | +425.8% | +62.5% | +363.3% | +402.3% |
| 5Y | +281.5% | +223.9% | +57.6% | +245.9% |
| 10Y | +1,099.0% | +64.2% | +1,034.8% | +1,106.6% |
| All | +1,196.7% | +147.8% | +1,048.9% | +1,120.9% |
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 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