+157.6%
CIEN vs BTI
+2.8%
+154.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +5.4% | -2.0% | +7.4% | +5.5% |
| 30D | -13.7% | -3.4% | -10.2% | -13.5% |
| 3M | -23.0% | -9.0% | -14.0% | -22.8% |
| 6M | -0.8% | -5.0% | +4.2% | -3.1% |
| YTD | +43.1% | -0.3% | +43.4% | +42.3% |
| 1Y | +157.6% | +3.1% | +154.5% | +160.6% |
| All | +157.6% | +2.8% | +154.8% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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