+44.5%
CIEN vs BTI
+18.0%
+26.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.1% |
| 7D | +15.3% | +1.6% | +13.6% | +16.0% |
| 30D | -22.0% | +9.2% | -31.2% | -20.3% |
| 3M | -36.6% | +9.6% | -46.3% | -34.8% |
| 6M | -51.5% | -2.4% | -49.0% | -47.8% |
| YTD | +20.0% | +14.2% | +5.7% | +24.2% |
| 1Y | +44.5% | +20.3% | +24.2% | +44.3% |
| All | +44.5% | +18.0% | +26.4% | +44.3% |
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