+48.9%
CIEN vs BTG
+24.4%
+24.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.7% | -18.0% | -12.0% |
| 7D | -25.0% | -0.2% | -24.9% | -25.1% |
| 30D | -30.1% | -0.8% | -29.4% | -29.9% |
| 3M | -33.8% | +31.8% | -65.6% | -40.7% |
| 6M | -49.4% | +20.4% | -69.9% | -53.5% |
| YTD | +16.4% | +14.7% | +1.7% | +7.4% |
| 1Y | +48.9% | +29.4% | +19.5% | +27.1% |
| All | +48.9% | +24.4% | +24.5% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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