+48.9%
CIEN vs BX
-8.3%
+57.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.2% | -15.5% | -8.6% |
| 7D | -25.0% | +8.3% | -33.3% | -24.3% |
| 30D | -30.1% | +13.5% | -43.7% | -29.2% |
| 3M | -33.8% | -7.6% | -26.2% | -33.5% |
| 6M | -49.4% | +4.0% | -53.5% | -47.6% |
| YTD | +16.4% | -15.2% | +31.6% | +16.4% |
| 1Y | +48.9% | -8.5% | +57.3% | +46.5% |
| All | +48.9% | -8.3% | +57.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling