+394.0%
CIEN vs BTDR
-44.0%
+438.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.6% | +4.1% | -3.4% |
| 7D | +15.3% | -6.9% | +22.2% | +16.4% |
| 30D | -22.0% | -31.5% | +9.6% | -17.8% |
| 3M | -36.6% | -36.1% | -0.6% | -33.0% |
| 6M | -51.5% | -57.6% | +6.2% | -46.6% |
| YTD | +20.0% | -50.0% | +70.0% | +28.2% |
| 1Y | +44.5% | -49.6% | +94.0% | +54.0% |
| 3Y | +539.0% | +48.5% | +490.5% | +530.6% |
| 5Y | +356.8% | -43.8% | +400.7% | +360.4% |
| All | +394.0% | -44.0% | +438.0% | +395.6% |
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 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