+911.5%
BE vs CIEN
+1,146.6%
-235.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.2% | +6.7% |
| 7D | +20.0% | -15.2% | +35.2% | +31.3% |
| 30D | +7.9% | -21.5% | +29.4% | +23.9% |
| 3M | -13.2% | -40.1% | +26.9% | +18.7% |
| 6M | +53.5% | -6.6% | +60.0% | +54.3% |
| YTD | +191.0% | +37.3% | +153.8% | +126.1% |
| 1Y | +360.5% | +174.5% | +186.0% | +142.3% |
| 3Y | +1,568.0% | +562.3% | +1,005.7% | +379.2% |
| 5Y | +1,055.2% | +463.9% | +591.2% | +250.0% |
| All | +911.5% | +1,146.6% | -235.1% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling