+216.7%
CIEN vs BB
+314.8%
-98.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.8% |
| 7D | +15.3% | +1.8% | +13.4% | +14.8% |
| 30D | -22.0% | +8.1% | -30.1% | -23.6% |
| 3M | -36.6% | -1.0% | -35.6% | -36.4% |
| 6M | -51.5% | +45.9% | -97.4% | -57.5% |
| YTD | +20.0% | +134.8% | -114.9% | -10.8% |
| 1Y | +44.5% | +104.6% | -60.1% | +11.3% |
| 3Y | +539.0% | +152.8% | +386.2% | +323.9% |
| 5Y | +356.8% | -17.4% | +374.3% | +300.6% |
| 10Y | +1,190.4% | +22.4% | +1,168.0% | +575.3% |
| All | +216.7% | +314.8% | -98.1% | -49.0% |
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