+934.0%
BE vs CIEN
+1,199.3%
-265.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.4% |
| 7D | +9.7% | +5.4% | +4.4% | +6.4% |
| 30D | +22.4% | -13.7% | +36.1% | +32.7% |
| 3M | +10.4% | -23.0% | +33.4% | +29.6% |
| 6M | +67.9% | -0.8% | +68.7% | +63.5% |
| YTD | +197.5% | +43.1% | +154.4% | +125.6% |
| 1Y | +310.6% | +157.6% | +152.9% | +123.8% |
| 3Y | +1,657.2% | +593.8% | +1,063.4% | +391.4% |
| 5Y | +1,218.2% | +520.6% | +697.6% | +276.3% |
| All | +934.0% | +1,199.3% | -265.3% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling