+615.8%
CIEN vs BG
+18.0%
+597.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +4.7% |
| 7D | +8.9% | +3.1% | +5.8% | +8.5% |
| 30D | -19.1% | +10.2% | -29.3% | -20.0% |
| 3M | -21.5% | -1.7% | -19.8% | -21.2% |
| 6M | +2.8% | +1.0% | +1.8% | +2.8% |
| YTD | +49.5% | +39.9% | +9.5% | +46.4% |
| 1Y | +163.8% | +53.2% | +110.6% | +156.1% |
| 3Y | +615.8% | +16.3% | +599.6% | +636.7% |
| All | +615.8% | +18.0% | +597.9% | +636.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling