+477.0%
CIEN vs BUD
+46.3%
+430.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -15.2% | +0.3% | -15.5% | -15.3% |
| 30D | -21.5% | -5.7% | -15.8% | -20.3% |
| 3M | -40.1% | +3.1% | -43.2% | -41.1% |
| 6M | -6.6% | +7.9% | -14.4% | -9.4% |
| YTD | +37.3% | +27.3% | +9.9% | +26.7% |
| 1Y | +174.5% | +37.8% | +136.7% | +147.0% |
| 3Y | +562.3% | +49.8% | +512.4% | +460.0% |
| All | +477.0% | +46.3% | +430.7% | +380.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling