+163.8%
CIEN vs BTG
+25.2%
+138.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.4% |
| 7D | +8.9% | -3.8% | +12.6% | +10.0% |
| 30D | -19.1% | +3.6% | -22.7% | -20.4% |
| 3M | -21.5% | +32.0% | -53.5% | -29.3% |
| 6M | +2.8% | +3.4% | -0.5% | -0.5% |
| YTD | +49.5% | +20.8% | +28.7% | +38.9% |
| 1Y | +163.8% | +22.4% | +141.4% | +144.0% |
| All | +163.8% | +25.2% | +138.6% | +144.0% |
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