+501.0%
CIEN vs BTDR
+26.7%
+474.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.3% | +4.0% | +6.0% |
| 7D | -5.3% | +22.4% | -27.7% | -7.7% |
| 30D | -17.2% | +16.5% | -33.7% | -19.1% |
| 3M | -26.9% | -31.5% | +4.6% | -24.7% |
| 6M | +16.0% | +74.0% | -58.0% | +8.3% |
| YTD | +45.9% | +13.0% | +32.9% | +40.5% |
| 1Y | +186.8% | -0.2% | +187.0% | +175.4% |
| 3Y | +607.8% | +9.9% | +597.9% | +538.7% |
| 5Y | +506.7% | +28.1% | +478.6% | +452.2% |
| All | +501.0% | +26.7% | +474.3% | +443.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling