-12.0%
BE vs CIEN
-35.2%
+23.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -5.1% |
| 7D | -13.4% | -9.3% | -4.0% | -7.4% |
| 30D | -33.9% | -39.5% | +5.6% | -10.8% |
| 3M | -12.0% | -29.8% | +17.8% | +8.7% |
| All | -12.0% | -35.2% | +23.2% | +8.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling