+158.3%
CIEN vs BNY
+1,450.1%
-1,291.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +5.4% | -1.1% | +6.4% | +6.0% |
| 30D | -13.7% | +1.4% | -15.1% | -14.5% |
| 3M | -23.0% | +16.8% | -39.8% | -29.7% |
| 6M | -0.8% | +42.0% | -42.8% | -18.8% |
| YTD | +43.1% | +41.9% | +1.1% | +16.9% |
| 1Y | +157.6% | +59.2% | +98.4% | +97.9% |
| 3Y | +593.8% | +290.9% | +302.9% | +225.3% |
| 5Y | +520.6% | +259.0% | +261.6% | +198.3% |
| 10Y | +1,444.6% | +413.0% | +1,031.5% | +462.6% |
| All | +158.3% | +1,450.1% | -1,291.8% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling