+147.9%
CIEN vs BP
+375.0%
-227.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -15.2% | +3.9% | -19.1% | -16.7% |
| 30D | -21.5% | +7.6% | -29.1% | -24.3% |
| 3M | -40.1% | +0.7% | -40.8% | -40.9% |
| 6M | -6.6% | +15.5% | -22.1% | -14.4% |
| YTD | +37.3% | +30.8% | +6.4% | +17.9% |
| 1Y | +174.5% | +34.3% | +140.2% | +132.2% |
| 3Y | +562.3% | +35.1% | +527.2% | +445.4% |
| 5Y | +463.9% | +126.8% | +337.1% | +245.5% |
| 10Y | +1,302.4% | +123.4% | +1,179.0% | +660.1% |
| All | +147.9% | +375.0% | -227.1% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling