+1,500.5%
CIEN vs BLK
+283.5%
+1,216.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.5% |
| 7D | +8.9% | -3.3% | +12.2% | +11.0% |
| 30D | -19.1% | -6.5% | -12.6% | -16.0% |
| 3M | -21.5% | +6.7% | -28.2% | -25.5% |
| 6M | +2.8% | +14.7% | -11.9% | -7.0% |
| YTD | +49.5% | +2.5% | +46.9% | +43.4% |
| 1Y | +163.8% | -2.8% | +166.6% | +161.4% |
| 3Y | +615.8% | +65.9% | +550.0% | +415.0% |
| 5Y | +548.4% | +33.0% | +515.4% | +417.4% |
| All | +1,500.5% | +283.5% | +1,216.9% | +464.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling