+281.5%
CIEN vs BURL
-15.9%
+297.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.3% | -14.4% |
| 7D | -34.0% | +3.5% | -37.4% | -34.6% |
| 30D | -48.0% | -9.3% | -38.7% | -46.7% |
| 3M | -43.5% | -32.1% | -11.4% | -37.6% |
| 6M | -57.6% | -19.8% | -37.8% | -55.7% |
| YTD | -1.3% | -13.2% | +11.9% | +0.7% |
| 1Y | +17.9% | -7.8% | +25.7% | +17.4% |
| 3Y | +425.8% | +89.3% | +336.4% | +334.0% |
| 5Y | +281.5% | -15.8% | +297.3% | +260.9% |
| All | +281.5% | -15.9% | +297.4% | +260.9% |
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 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