+42.0%
CIEN vs BG
+1,185.2%
-1,143.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +2.0% | +4.7% |
| 7D | -5.3% | +2.4% | -7.6% | -6.0% |
| 30D | -17.2% | +15.0% | -32.3% | -21.6% |
| 3M | -26.9% | -0.7% | -26.2% | -27.2% |
| 6M | +16.0% | +7.5% | +8.5% | +12.1% |
| YTD | +45.9% | +41.6% | +4.3% | +26.9% |
| 1Y | +186.8% | +50.7% | +136.1% | +142.1% |
| 3Y | +607.8% | +20.3% | +587.5% | +530.5% |
| 5Y | +506.7% | +85.2% | +421.5% | +340.3% |
| 10Y | +1,438.7% | +160.6% | +1,278.1% | +783.3% |
| All | +42.0% | +1,185.2% | -1,143.2% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling