+592.2%
CIEN vs BTDR
+7.6%
+584.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.6% |
| 7D | -4.6% | +14.8% | -19.4% | -6.6% |
| 30D | -12.8% | +41.8% | -54.6% | -17.4% |
| 3M | -23.1% | -29.2% | +6.1% | -20.7% |
| 6M | +6.1% | +66.2% | -60.1% | -1.8% |
| YTD | +44.5% | +10.0% | +34.5% | +38.5% |
| 1Y | +176.6% | -11.0% | +187.6% | +166.3% |
| All | +592.2% | +7.6% | +584.6% | +501.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling