+615.8%
CIEN vs BNY
+287.0%
+328.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.4% | +4.4% |
| 7D | +8.9% | -1.3% | +10.2% | +9.9% |
| 30D | -19.1% | -0.2% | -18.9% | -19.3% |
| 3M | -21.5% | +14.9% | -36.4% | -30.2% |
| 6M | +2.8% | +40.0% | -37.2% | -22.4% |
| YTD | +49.5% | +42.0% | +7.5% | +10.7% |
| 1Y | +163.8% | +56.9% | +107.0% | +80.4% |
| 3Y | +615.8% | +289.9% | +326.0% | +164.5% |
| All | +615.8% | +287.0% | +328.8% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling