+477.0%
CIEN vs BURL
-11.0%
+488.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.4% |
| 7D | -15.2% | -2.8% | -12.4% | -14.6% |
| 30D | -21.5% | -28.2% | +6.7% | -14.2% |
| 3M | -40.1% | -17.6% | -22.5% | -37.4% |
| 6M | -6.6% | -11.8% | +5.2% | -4.7% |
| YTD | +37.3% | -8.1% | +45.4% | +38.4% |
| 1Y | +174.5% | -12.0% | +186.5% | +178.0% |
| 3Y | +562.3% | +63.3% | +499.0% | +465.3% |
| All | +477.0% | -11.0% | +488.0% | +440.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling