+147.9%
CIEN vs BTI
+3,346.4%
-3,198.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -15.2% | -1.4% | -13.8% | -15.0% |
| 30D | -21.5% | -6.6% | -14.9% | -20.4% |
| 3M | -40.1% | -3.0% | -37.1% | -40.2% |
| 6M | -6.6% | -6.7% | +0.1% | -5.8% |
| YTD | +37.3% | +0.6% | +36.7% | +36.2% |
| 1Y | +174.5% | +5.6% | +169.0% | +169.5% |
| 3Y | +562.3% | +110.3% | +451.9% | +452.2% |
| 5Y | +463.9% | +114.3% | +349.7% | +366.6% |
| 10Y | +1,302.4% | +67.7% | +1,234.7% | +1,087.7% |
| All | +147.9% | +3,346.4% | -3,198.5% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling