+1,263.5%
CIEN vs BTG
+385.9%
+877.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.1% |
| 7D | -4.6% | +2.4% | -7.0% | -4.8% |
| 30D | -12.8% | +9.5% | -22.3% | -13.6% |
| 3M | -23.1% | +38.5% | -61.6% | -25.6% |
| 6M | +6.1% | +5.6% | +0.5% | +5.0% |
| YTD | +44.5% | +23.9% | +20.6% | +41.0% |
| 1Y | +176.6% | +32.1% | +144.5% | +168.2% |
| 3Y | +601.0% | +103.2% | +497.8% | +549.9% |
| 5Y | +509.1% | +79.7% | +429.4% | +464.4% |
| 10Y | +1,460.5% | +159.1% | +1,301.4% | +1,268.1% |
| All | +1,263.5% | +385.9% | +877.6% | +810.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling