+110.1%
CIEN vs BP
+383.4%
-273.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -9.3% | -6.3% | -3.0% | -6.4% |
| 30D | -39.5% | -3.6% | -35.9% | -38.5% |
| 3M | -29.8% | +5.2% | -35.1% | -31.9% |
| 6M | -50.4% | +5.3% | -55.7% | -52.3% |
| YTD | +16.3% | +33.1% | -16.8% | -1.2% |
| 1Y | +30.4% | +26.3% | +4.1% | +13.1% |
| 3Y | +516.6% | +47.5% | +469.1% | +387.2% |
| 5Y | +349.8% | +106.2% | +243.6% | +189.5% |
| 10Y | +1,184.7% | +127.0% | +1,057.7% | +589.6% |
| All | +110.1% | +383.4% | -273.2% | -22.3% |
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