-11.8%
BA vs CIEN
+22.1%
-33.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -4.9% | +0.3% |
| 7D | +1.1% | -24.1% | +25.2% | +2.3% |
| 30D | -7.9% | -45.5% | +37.6% | -5.1% |
| 3M | -25.3% | -39.7% | +14.4% | -23.8% |
| 6M | -24.6% | -57.8% | +33.2% | -21.9% |
| YTD | -20.1% | +4.1% | -24.2% | -24.6% |
| 1Y | -11.8% | +20.8% | -32.6% | -19.8% |
| All | -11.8% | +22.1% | -33.8% | -19.8% |
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