+515.9%
CIEN vs BKR
+174.4%
+341.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.6% | +1.2% |
| 7D | +5.4% | -6.7% | +12.0% | +7.7% |
| 30D | -13.7% | -8.3% | -5.3% | -11.2% |
| 3M | -23.0% | -5.4% | -17.6% | -21.8% |
| 6M | -0.8% | +0.8% | -1.6% | -1.2% |
| YTD | +43.1% | +31.8% | +11.2% | +31.2% |
| 1Y | +157.6% | +28.6% | +129.1% | +137.3% |
| 3Y | +593.8% | +71.2% | +522.6% | +497.8% |
| All | +515.9% | +174.4% | +341.5% | +376.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling