+174.5%
CIEN vs BURL
-9.5%
+184.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.6% |
| 7D | -15.2% | -2.8% | -12.4% | -14.7% |
| 30D | -21.5% | -28.2% | +6.7% | -16.5% |
| 3M | -40.1% | -17.6% | -22.5% | -38.8% |
| 6M | -6.6% | -11.8% | +5.2% | -5.7% |
| YTD | +37.3% | -8.1% | +45.4% | +37.7% |
| 1Y | +174.5% | -12.0% | +186.5% | +169.6% |
| All | +174.5% | -9.5% | +184.1% | +169.6% |
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