+585.2%
CIEN vs BR
-5.0%
+590.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +5.4% | -6.0% | +11.4% | +4.4% |
| 30D | -13.7% | -0.9% | -12.8% | -13.7% |
| 3M | -23.0% | +16.4% | -39.4% | -21.4% |
| 6M | -0.8% | -8.2% | +7.4% | +4.1% |
| YTD | +43.1% | -23.2% | +66.3% | +58.8% |
| 1Y | +157.6% | -30.9% | +188.6% | +201.2% |
| All | +585.2% | -5.0% | +590.2% | +561.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling