+163.8%
CIEN vs BKR
+28.9%
+134.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.0% | +4.7% |
| 7D | +8.9% | -7.0% | +15.9% | +12.1% |
| 30D | -19.1% | -8.1% | -11.0% | -16.2% |
| 3M | -21.5% | -6.6% | -14.9% | -19.9% |
| 6M | +2.8% | +0.9% | +2.0% | +3.0% |
| YTD | +49.5% | +31.1% | +18.4% | +46.4% |
| 1Y | +163.8% | +27.7% | +136.1% | +159.6% |
| All | +163.8% | +28.9% | +134.9% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling