+520.6%
CIEN vs BG
+88.4%
+432.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +5.4% | +3.7% | +1.7% | +4.7% |
| 30D | -13.7% | +12.3% | -26.0% | -15.5% |
| 3M | -23.0% | -2.2% | -20.8% | -22.8% |
| 6M | -0.8% | +5.3% | -6.2% | -1.9% |
| YTD | +43.1% | +42.4% | +0.6% | +34.5% |
| 1Y | +157.6% | +55.2% | +102.4% | +137.9% |
| 3Y | +593.8% | +21.0% | +572.9% | +569.8% |
| 5Y | +520.6% | +87.1% | +433.5% | +410.2% |
| All | +520.6% | +88.4% | +432.2% | +410.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling