+1,460.5%
CIEN vs BN
+257.9%
+1,202.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.1% |
| 7D | -4.6% | -3.0% | -1.6% | -3.2% |
| 30D | -12.8% | -13.0% | +0.2% | -6.2% |
| 3M | -23.1% | -15.2% | -7.8% | -16.3% |
| 6M | +6.1% | -5.9% | +12.0% | +8.8% |
| YTD | +44.5% | -15.8% | +60.3% | +55.9% |
| 1Y | +176.6% | -12.2% | +188.8% | +192.1% |
| 3Y | +601.0% | +72.2% | +528.8% | +426.1% |
| 5Y | +509.1% | +33.2% | +475.9% | +406.6% |
| 10Y | +1,460.5% | +264.7% | +1,195.8% | +695.9% |
| All | +1,460.5% | +257.9% | +1,202.5% | +695.9% |
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