+550.6%
CIEN vs BTSG
+382.3%
+168.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | +1.5% |
| 7D | +5.4% | -5.8% | +11.2% | +7.7% |
| 30D | -13.7% | 0.0% | -13.7% | -13.9% |
| 3M | -23.0% | -4.5% | -18.6% | -22.7% |
| 6M | -0.8% | +40.0% | -40.8% | -13.5% |
| YTD | +43.1% | +54.6% | -11.5% | +20.6% |
| 1Y | +157.6% | +106.1% | +51.5% | +97.8% |
| All | +550.6% | +382.3% | +168.3% | +280.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling