-20.4%
BA vs CIEN
+387.4%
-407.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.8% | -8.1% | -0.8% |
| 7D | -1.4% | +8.7% | -10.1% | -3.2% |
| 30D | -7.9% | -26.9% | +19.0% | -3.7% |
| 3M | -25.2% | -23.6% | -1.6% | -23.3% |
| 6M | -26.7% | -49.1% | +22.4% | -19.8% |
| YTD | -19.6% | +26.6% | -46.2% | -31.4% |
| 1Y | -10.6% | +42.7% | -53.3% | -26.7% |
| 3Y | -11.2% | +570.8% | -582.1% | -58.0% |
| 5Y | -20.4% | +386.4% | -406.9% | -57.9% |
| All | -20.4% | +387.4% | -407.8% | -57.9% |
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