+598.9%
CIEN vs BTI
+109.1%
+489.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.3% |
| 7D | -5.3% | -1.4% | -3.9% | -5.4% |
| 30D | -17.2% | -7.0% | -10.2% | -17.5% |
| 3M | -26.9% | -6.3% | -20.5% | -27.3% |
| 6M | +16.0% | -2.0% | +18.0% | +15.3% |
| YTD | +45.9% | +0.2% | +45.7% | +46.2% |
| 1Y | +186.8% | +3.8% | +183.0% | +189.1% |
| All | +598.9% | +109.1% | +489.9% | +602.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling