-0.9%
BA vs CIEN
+465.8%
-466.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +1.2% | -15.2% | +16.3% | +4.2% |
| 30D | -11.6% | -21.5% | +9.9% | -7.9% |
| 3M | -2.4% | -40.1% | +37.7% | +6.4% |
| 6M | -6.6% | -6.6% | -0.1% | -10.5% |
| YTD | -2.2% | +37.3% | -39.5% | -15.9% |
| 1Y | -8.0% | +174.5% | -182.6% | -35.4% |
| 3Y | -5.0% | +562.3% | -567.3% | -52.9% |
| All | -0.9% | +465.8% | -466.8% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling