+1,500.5%
CIEN vs BG
+166.7%
+1,333.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +4.9% |
| 7D | +8.9% | +3.1% | +5.8% | +8.1% |
| 30D | -19.1% | +10.2% | -29.3% | -21.0% |
| 3M | -21.5% | -1.7% | -19.8% | -21.4% |
| 6M | +2.8% | +1.0% | +1.8% | +2.1% |
| YTD | +49.5% | +39.9% | +9.5% | +37.0% |
| 1Y | +163.8% | +53.2% | +110.6% | +135.5% |
| 3Y | +615.8% | +16.3% | +599.6% | +575.5% |
| 5Y | +548.4% | +83.9% | +464.5% | +423.6% |
| All | +1,500.5% | +166.7% | +1,333.8% | +922.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling