+44.5%
CIEN vs BP
+31.6%
+12.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.5% |
| 7D | +15.3% | +3.8% | +11.5% | +15.7% |
| 30D | -22.0% | -5.3% | -16.7% | -22.7% |
| 3M | -36.6% | +9.3% | -45.9% | -35.0% |
| 6M | -51.5% | +7.2% | -58.7% | -49.9% |
| YTD | +20.0% | +38.0% | -18.1% | +30.9% |
| 1Y | +44.5% | +33.2% | +11.2% | +53.9% |
| All | +44.5% | +31.6% | +12.8% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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