+48.9%
CIEN vs BLK
+17.9%
+31.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.4% | -14.7% | -10.4% |
| 7D | -25.0% | +5.7% | -30.8% | -26.0% |
| 30D | -30.1% | +14.8% | -44.9% | -32.6% |
| 3M | -33.8% | +8.8% | -42.6% | -35.3% |
| 6M | -49.4% | +17.6% | -67.1% | -51.1% |
| YTD | +16.4% | +16.3% | +0.1% | +7.2% |
| 1Y | +48.9% | +18.0% | +30.9% | +37.4% |
| All | +48.9% | +17.9% | +31.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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