+163.8%
CIEN vs BNY
+59.3%
+104.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.4% | +4.4% |
| 7D | +8.9% | -1.3% | +10.2% | +9.8% |
| 30D | -19.1% | -0.2% | -18.9% | -19.2% |
| 3M | -21.5% | +14.9% | -36.4% | -29.2% |
| 6M | +2.8% | +40.0% | -37.2% | -21.4% |
| YTD | +49.5% | +42.0% | +7.5% | +11.4% |
| 1Y | +163.8% | +56.9% | +107.0% | +88.9% |
| All | +163.8% | +59.3% | +104.5% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling