+585.2%
CIEN vs BX
+22.1%
+563.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.1% |
| 7D | +5.4% | -8.9% | +14.3% | +9.3% |
| 30D | -13.7% | -14.8% | +1.1% | -8.1% |
| 3M | -23.0% | +6.9% | -30.0% | -26.1% |
| 6M | -0.8% | +16.3% | -17.1% | -10.0% |
| YTD | +43.1% | -16.1% | +59.1% | +52.2% |
| 1Y | +157.6% | -26.8% | +184.4% | +196.1% |
| All | +585.2% | +22.1% | +563.1% | +504.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling