+506.7%
CIEN vs BP
+131.3%
+375.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +5.9% |
| 7D | -5.3% | +0.9% | -6.2% | -5.4% |
| 30D | -17.2% | +9.1% | -26.4% | -18.7% |
| 3M | -26.9% | +3.9% | -30.8% | -27.5% |
| 6M | +16.0% | +13.6% | +2.4% | +11.9% |
| YTD | +45.9% | +34.0% | +11.9% | +34.5% |
| 1Y | +186.8% | +39.2% | +147.6% | +161.1% |
| 3Y | +607.8% | +36.4% | +571.4% | +537.9% |
| 5Y | +506.7% | +135.8% | +370.9% | +371.2% |
| All | +506.7% | +131.3% | +375.5% | +371.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling