+520.6%
CIEN vs BTDR
+16.5%
+504.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.3% |
| 7D | +5.4% | -3.2% | +8.6% | +5.8% |
| 30D | -13.7% | +32.7% | -46.3% | -16.8% |
| 3M | -23.0% | -28.4% | +5.4% | -21.0% |
| 6M | -0.8% | +51.7% | -52.5% | -6.1% |
| YTD | +43.1% | +2.9% | +40.2% | +39.2% |
| 1Y | +157.6% | -15.5% | +173.1% | +151.6% |
| 3Y | +593.8% | 0.0% | +593.8% | +532.8% |
| 5Y | +520.6% | +16.5% | +504.1% | +453.9% |
| All | +520.6% | +16.5% | +504.1% | +453.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling