+116.6%
CIEN vs BTI
+3,815.0%
-3,698.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.8% |
| 7D | +15.3% | +1.6% | +13.6% | +14.9% |
| 30D | -22.0% | +9.2% | -31.2% | -23.7% |
| 3M | -36.6% | +9.6% | -46.3% | -38.2% |
| 6M | -51.5% | -2.4% | -49.0% | -51.8% |
| YTD | +20.0% | +14.2% | +5.7% | +15.2% |
| 1Y | +44.5% | +20.3% | +24.2% | +37.3% |
| 3Y | +539.0% | +147.4% | +391.6% | +412.3% |
| 5Y | +356.8% | +155.4% | +201.4% | +262.4% |
| 10Y | +1,190.4% | +127.3% | +1,063.1% | +924.9% |
| All | +116.6% | +3,815.0% | -3,698.4% | +125.2% |
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