+506.7%
CIEN vs BN
+35.3%
+471.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +7.9% |
| 7D | -5.3% | -1.2% | -4.1% | -4.9% |
| 30D | -17.2% | -10.9% | -6.3% | -11.4% |
| 3M | -26.9% | -11.1% | -15.8% | -22.0% |
| 6M | +16.0% | -4.4% | +20.4% | +18.0% |
| YTD | +45.9% | -14.1% | +60.1% | +56.7% |
| 1Y | +186.8% | -11.1% | +197.8% | +201.5% |
| 3Y | +607.8% | +75.6% | +532.2% | +406.5% |
| 5Y | +506.7% | +35.8% | +470.9% | +379.2% |
| All | +506.7% | +35.3% | +471.4% | +379.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling