+524.3%
CIEN vs BTSG
+406.1%
+118.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.5% |
| 7D | -15.2% | +2.7% | -17.9% | -16.2% |
| 30D | -21.5% | -3.6% | -17.8% | -20.6% |
| 3M | -40.1% | +5.8% | -45.9% | -42.2% |
| 6M | -6.6% | +44.7% | -51.3% | -19.5% |
| YTD | +37.3% | +62.2% | -24.9% | +13.7% |
| 1Y | +174.5% | +152.1% | +22.5% | +97.5% |
| All | +524.3% | +406.1% | +118.2% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling