+855.7%
CIEN vs BX
+910.6%
-54.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +7.0% |
| 7D | -5.3% | -2.0% | -3.3% | -4.6% |
| 30D | -17.2% | -2.3% | -14.9% | -16.7% |
| 3M | -26.9% | +18.5% | -45.4% | -32.7% |
| 6M | +16.0% | +23.7% | -7.7% | +3.5% |
| YTD | +45.9% | -10.4% | +56.3% | +47.4% |
| 1Y | +186.8% | -19.6% | +206.4% | +201.7% |
| 3Y | +607.8% | +30.8% | +577.0% | +503.3% |
| 5Y | +506.7% | +24.3% | +482.4% | +401.3% |
| 10Y | +1,438.7% | +679.5% | +759.3% | +469.9% |
| All | +855.7% | +910.6% | -54.8% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling