+42.7%
CIEN vs BUD
+32.7%
+10.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.3% | +11.1% | +8.0% |
| 7D | +8.7% | +0.5% | +8.3% | +9.0% |
| 30D | -26.9% | +7.4% | -34.3% | -25.8% |
| 3M | -23.6% | +4.3% | -27.9% | -22.2% |
| 6M | -49.1% | +5.3% | -54.4% | -48.7% |
| YTD | +26.6% | +33.2% | -6.7% | +25.6% |
| 1Y | +42.7% | +31.8% | +11.0% | +40.2% |
| All | +42.7% | +32.7% | +10.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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