+520.6%
CIEN vs BTI
+116.2%
+404.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +5.4% | -2.0% | +7.4% | +5.6% |
| 30D | -13.7% | -3.4% | -10.2% | -13.4% |
| 3M | -23.0% | -9.0% | -14.0% | -22.6% |
| 6M | -0.8% | -5.0% | +4.2% | -1.1% |
| YTD | +43.1% | -0.3% | +43.4% | +42.2% |
| 1Y | +157.6% | +3.1% | +154.5% | +155.2% |
| 3Y | +593.8% | +111.0% | +482.9% | +482.0% |
| 5Y | +520.6% | +117.0% | +403.6% | +432.6% |
| All | +520.6% | +116.2% | +404.4% | +432.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling