+174.5%
CIEN vs BX
-15.8%
+190.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | -15.2% | -4.4% | -10.8% | -15.3% |
| 30D | -21.5% | +0.1% | -21.6% | -21.3% |
| 3M | -40.1% | +16.0% | -56.1% | -39.4% |
| 6M | -6.6% | +21.6% | -28.2% | -4.7% |
| YTD | +37.3% | -8.9% | +46.2% | +40.6% |
| 1Y | +174.5% | -16.6% | +191.2% | +190.0% |
| All | +174.5% | -15.8% | +190.3% | +190.0% |
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