+163.8%
CIEN vs BTSG
+113.2%
+50.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +3.7% |
| 7D | +8.9% | -3.3% | +12.2% | +10.7% |
| 30D | -19.1% | -1.6% | -17.5% | -18.9% |
| 3M | -21.5% | -6.9% | -14.6% | -20.9% |
| 6M | +2.8% | +42.1% | -39.3% | -18.4% |
| YTD | +49.5% | +56.8% | -7.4% | +13.1% |
| 1Y | +163.8% | +109.8% | +54.0% | +77.6% |
| All | +163.8% | +113.2% | +50.6% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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