+959.7%
CIEN vs BURL
+1,021.0%
-61.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.7% | -17.0% | -11.3% |
| 7D | -25.0% | +10.4% | -35.5% | -27.2% |
| 30D | -30.1% | -4.9% | -25.2% | -29.5% |
| 3M | -33.8% | -29.8% | -4.0% | -28.0% |
| 6M | -49.4% | -16.5% | -33.0% | -47.8% |
| YTD | +16.4% | -10.5% | +27.0% | +17.7% |
| 1Y | +48.9% | -5.3% | +54.2% | +47.3% |
| 3Y | +520.1% | +95.1% | +425.1% | +404.5% |
| 5Y | +347.6% | -12.1% | +359.7% | +322.9% |
| 10Y | +1,314.2% | +273.2% | +1,041.1% | +780.1% |
| All | +959.7% | +1,021.0% | -61.2% | +422.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling