+1,096.6%
CIEN vs BURL
+252.7%
+843.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.0% | +5.9% |
| 7D | -24.1% | +4.1% | -28.2% | -25.1% |
| 30D | -45.5% | -9.5% | -36.0% | -44.2% |
| 3M | -39.7% | -33.5% | -6.2% | -33.4% |
| 6M | -57.8% | -22.1% | -35.7% | -55.6% |
| YTD | +4.1% | -14.6% | +18.6% | +6.6% |
| 1Y | +20.8% | -8.4% | +29.2% | +20.7% |
| 3Y | +463.1% | +86.6% | +376.6% | +363.7% |
| 5Y | +302.3% | -17.2% | +319.5% | +286.4% |
| All | +1,096.6% | +252.7% | +843.9% | +742.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling