+48.9%
CIEN vs BURL
-4.6%
+53.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.7% | -17.0% | -10.1% |
| 7D | -25.0% | +10.4% | -35.5% | -26.0% |
| 30D | -30.1% | -4.9% | -25.2% | -29.1% |
| 3M | -33.8% | -29.8% | -4.0% | -30.0% |
| 6M | -49.4% | -16.5% | -33.0% | -48.8% |
| YTD | +16.4% | -10.5% | +27.0% | +18.5% |
| 1Y | +48.9% | -5.3% | +54.2% | +50.9% |
| All | +48.9% | -4.6% | +53.4% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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