+163.8%
CIEN vs BX
-25.1%
+188.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +4.6% |
| 7D | +8.9% | -5.6% | +14.5% | +8.5% |
| 30D | -19.1% | -12.2% | -6.9% | -19.7% |
| 3M | -21.5% | +7.4% | -28.9% | -20.8% |
| 6M | +2.8% | +22.2% | -19.3% | +5.1% |
| YTD | +49.5% | -14.0% | +63.5% | +51.1% |
| 1Y | +163.8% | -27.3% | +191.1% | +171.3% |
| All | +163.8% | -25.1% | +188.9% | +171.3% |
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