+108.0%
CIEN vs BN
+10,030.9%
-9,923.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.8% | +6.8% | +8.4% |
| 7D | -5.3% | +3.6% | -8.9% | -7.4% |
| 30D | -40.1% | +15.9% | -56.0% | -45.6% |
| 3M | -34.7% | -2.3% | -32.4% | -34.4% |
| 6M | -50.9% | -8.4% | -42.4% | -49.1% |
| YTD | +15.2% | -5.9% | +21.0% | +16.4% |
| 1Y | +35.2% | -5.6% | +40.8% | +36.6% |
| 3Y | +522.6% | +104.2% | +418.4% | +301.9% |
| 5Y | +344.2% | +35.5% | +308.7% | +252.1% |
| 10Y | +1,188.7% | +285.2% | +903.4% | +404.2% |
| All | +108.0% | +10,030.9% | -9,923.0% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling