-10.6%
BA vs CIEN
+49.1%
-59.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.3% | +11.4% | +2.5% |
| 7D | +5.9% | -25.0% | +30.9% | +7.3% |
| 30D | -8.2% | -30.1% | +22.0% | -6.7% |
| 3M | -25.4% | -33.8% | +8.4% | -24.1% |
| 6M | -20.0% | -49.4% | +29.4% | -18.2% |
| YTD | -18.5% | +16.4% | -34.9% | -23.1% |
| 1Y | -10.6% | +48.9% | -59.5% | -19.5% |
| All | -10.6% | +49.1% | -59.8% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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