+461.4%
BE vs CIEN
+348.8%
+112.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -5.0% |
| 7D | -13.4% | -9.3% | -4.0% | -7.4% |
| 30D | -33.9% | -39.5% | +5.6% | -8.7% |
| 3M | -12.0% | -29.8% | +17.8% | +8.7% |
| 6M | -29.0% | -50.4% | +21.4% | +8.6% |
| YTD | +113.4% | +16.3% | +97.0% | +84.8% |
| 1Y | +33.2% | +30.4% | +2.8% | +8.9% |
| 3Y | +1,659.2% | +516.6% | +1,142.6% | +453.9% |
| 5Y | +461.4% | +349.8% | +111.6% | +112.5% |
| All | +461.4% | +348.8% | +112.6% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling