+585.2%
CIEN vs BKR
+69.4%
+515.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.6% | +2.1% |
| 7D | +5.4% | -6.7% | +12.0% | +8.8% |
| 30D | -13.7% | -8.3% | -5.3% | -10.1% |
| 3M | -23.0% | -5.4% | -17.6% | -21.3% |
| 6M | -0.8% | +0.8% | -1.6% | -1.6% |
| YTD | +43.1% | +31.8% | +11.2% | +25.0% |
| 1Y | +157.6% | +28.6% | +129.1% | +126.1% |
| All | +585.2% | +69.4% | +515.7% | +474.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling