+163.8%
CIEN vs BTDR
-13.8%
+177.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.7% | +3.6% |
| 7D | +8.9% | -3.4% | +12.3% | +9.7% |
| 30D | -19.1% | +32.6% | -51.7% | -25.0% |
| 3M | -21.5% | -32.2% | +10.7% | -17.4% |
| 6M | +2.8% | +52.4% | -49.5% | -7.6% |
| YTD | +49.5% | +6.7% | +42.8% | +39.0% |
| 1Y | +163.8% | -15.2% | +179.0% | +160.6% |
| All | +163.8% | -13.8% | +177.6% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling