+207.1%
CIEN vs BB
+325.9%
-118.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -9.3% | +11.6% | -20.9% | -12.4% |
| 30D | -39.5% | +2.6% | -42.1% | -39.7% |
| 3M | -29.8% | +3.5% | -33.3% | -30.6% |
| 6M | -50.4% | +43.5% | -93.8% | -56.4% |
| YTD | +16.3% | +141.2% | -124.8% | -14.2% |
| 1Y | +30.4% | +97.4% | -67.1% | +1.5% |
| 3Y | +516.6% | +151.1% | +365.5% | +309.6% |
| 5Y | +349.8% | -12.8% | +362.5% | +287.2% |
| 10Y | +1,184.7% | +27.5% | +1,157.2% | +562.9% |
| All | +207.1% | +325.9% | -118.8% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling