+186.8%
CIEN vs BUD
+35.5%
+151.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.3% |
| 7D | -5.3% | +0.8% | -6.0% | -5.3% |
| 30D | -17.2% | -4.8% | -12.4% | -16.6% |
| 3M | -26.9% | +1.4% | -28.2% | -27.7% |
| 6M | +16.0% | +9.9% | +6.2% | +10.4% |
| YTD | +45.9% | +26.3% | +19.6% | +47.6% |
| 1Y | +186.8% | +36.1% | +150.6% | +203.0% |
| All | +186.8% | +35.5% | +151.3% | +203.0% |
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