+161.0%
CIEN vs BKR
+303.9%
-142.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -4.6% | -1.5% | -3.0% | -4.0% |
| 30D | -12.8% | -0.7% | -12.1% | -12.6% |
| 3M | -23.1% | +0.5% | -23.6% | -23.3% |
| 6M | +6.1% | +6.6% | -0.5% | +3.7% |
| YTD | +44.5% | +41.3% | +3.3% | +27.7% |
| 1Y | +176.6% | +42.2% | +134.4% | +143.1% |
| 3Y | +601.0% | +83.4% | +517.5% | +459.6% |
| 5Y | +509.1% | +203.6% | +305.5% | +288.8% |
| 10Y | +1,460.5% | +139.9% | +1,320.5% | +850.8% |
| All | +161.0% | +303.9% | -142.9% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling