+565.7%
CIEN vs BN
+83.8%
+481.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -15.2% | -2.5% | -12.7% | -13.8% |
| 30D | -21.5% | -9.5% | -12.0% | -16.3% |
| 3M | -40.1% | -10.4% | -29.7% | -35.9% |
| 6M | -6.6% | -6.4% | -0.2% | -3.4% |
| YTD | +37.3% | -11.9% | +49.1% | +45.5% |
| 1Y | +174.5% | -8.6% | +183.2% | +183.5% |
| All | +565.7% | +83.8% | +481.9% | +386.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling