+557.3%
CIEN vs BTSG
+416.6%
+140.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -4.6% | +2.9% | -7.5% | -5.7% |
| 30D | -12.8% | +0.9% | -13.7% | -13.4% |
| 3M | -23.1% | +1.6% | -24.7% | -24.5% |
| 6M | +6.1% | +46.8% | -40.7% | -9.1% |
| YTD | +44.5% | +65.5% | -21.0% | +18.8% |
| 1Y | +176.6% | +136.2% | +40.4% | +102.8% |
| All | +557.3% | +416.6% | +140.7% | +274.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling