+87.9%
CIEN vs BP
+382.8%
-294.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.6% |
| 7D | -24.1% | -11.6% | -12.5% | -19.5% |
| 30D | -45.5% | 0.0% | -45.5% | -45.6% |
| 3M | -39.7% | +6.7% | -46.5% | -41.9% |
| 6M | -57.8% | +2.2% | -60.0% | -58.9% |
| YTD | +4.1% | +33.0% | -28.9% | -11.6% |
| 1Y | +20.8% | +30.7% | -9.9% | +3.2% |
| 3Y | +463.1% | +44.2% | +419.0% | +349.7% |
| 5Y | +302.3% | +105.1% | +197.2% | +159.6% |
| 10Y | +1,164.4% | +133.5% | +1,030.8% | +568.2% |
| All | +87.9% | +382.8% | -294.9% | -30.4% |
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