+1,261.7%
CIEN vs BN
+281.2%
+980.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.2% |
| 7D | +8.7% | -2.4% | +11.2% | +10.5% |
| 30D | -26.9% | +13.5% | -40.4% | -32.3% |
| 3M | -23.6% | -5.9% | -17.7% | -21.7% |
| 6M | -49.1% | -8.9% | -40.2% | -47.2% |
| YTD | +26.6% | -7.9% | +34.5% | +29.3% |
| 1Y | +42.7% | -8.3% | +51.0% | +46.4% |
| 3Y | +570.8% | +100.8% | +470.1% | +364.0% |
| 5Y | +386.4% | +38.2% | +348.2% | +293.2% |
| 10Y | +1,261.7% | +302.3% | +959.4% | +614.9% |
| All | +1,261.7% | +281.2% | +980.5% | +614.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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