+163.8%
CIEN vs BB
+104.0%
+59.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.0% |
| 7D | +8.9% | -0.4% | +9.3% | +9.0% |
| 30D | -19.1% | -12.5% | -6.6% | -16.1% |
| 3M | -21.5% | -17.4% | -4.1% | -17.2% |
| 6M | +2.8% | +119.1% | -116.3% | -4.4% |
| YTD | +49.5% | +102.4% | -52.9% | +40.6% |
| 1Y | +163.8% | +98.2% | +65.6% | +154.9% |
| All | +163.8% | +104.0% | +59.8% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling