+147.9%
CIEN vs BN
+9,386.4%
-9,238.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -15.2% | -2.5% | -12.7% | -14.0% |
| 30D | -21.5% | -9.5% | -12.0% | -16.9% |
| 3M | -40.1% | -10.4% | -29.7% | -36.4% |
| 6M | -6.6% | -6.4% | -0.2% | -3.5% |
| YTD | +37.3% | -11.9% | +49.1% | +45.3% |
| 1Y | +174.5% | -8.6% | +183.2% | +185.0% |
| 3Y | +562.3% | +77.6% | +484.7% | +364.6% |
| 5Y | +463.9% | +37.0% | +426.9% | +346.6% |
| 10Y | +1,302.4% | +266.4% | +1,036.0% | +469.5% |
| All | +147.9% | +9,386.4% | -9,238.5% | -80.2% |
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 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