-26.2%
BE vs CIEN
-46.9%
+20.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +8.8% | +4.2% | +5.9% |
| 7D | +4.5% | +8.7% | -4.2% | -1.6% |
| 30D | -20.1% | -26.9% | +6.8% | +1.2% |
| 3M | -0.8% | -23.6% | +22.8% | +18.3% |
| 6M | -26.2% | -49.1% | +22.9% | +13.1% |
| All | -26.2% | -46.9% | +20.7% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling