+409.1%
BA vs CIEN
+110.7%
+298.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -4.9% | -0.2% |
| 7D | +1.1% | -24.1% | +25.2% | +4.3% |
| 30D | -7.9% | -45.5% | +37.6% | -1.3% |
| 3M | -25.3% | -39.7% | +14.4% | -21.5% |
| 6M | -24.6% | -57.8% | +33.2% | -17.9% |
| YTD | -20.1% | +4.1% | -24.2% | -23.9% |
| 1Y | -11.8% | +20.8% | -32.6% | -17.8% |
| 3Y | -10.1% | +463.1% | -473.3% | -33.3% |
| 5Y | -22.7% | +302.3% | -325.0% | -40.6% |
| 10Y | +35.1% | +1,164.4% | -1,129.3% | -10.7% |
| All | +409.1% | +110.7% | +298.3% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling