+304.6%
CIEN vs BURL
-17.2%
+321.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -44.1% |
| 3M | -39.7% | -33.5% | -6.2% | -33.0% |
| 6M | -57.8% | -22.1% | -35.7% | -55.5% |
| YTD | +4.1% | -14.6% | +18.6% | +6.6% |
| 1Y | +20.8% | -8.4% | +29.2% | +20.4% |
| 3Y | +463.1% | +86.6% | +376.6% | +366.6% |
| All | +304.6% | -17.2% | +321.7% | +283.2% |
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