+523.1%
BA vs CIEN
+177.9%
+345.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +1.2% | -15.2% | +16.3% | +3.2% |
| 30D | -11.6% | -21.5% | +9.9% | -9.2% |
| 3M | -2.4% | -40.1% | +37.7% | +3.3% |
| 6M | -6.6% | -6.6% | -0.1% | -8.0% |
| YTD | -2.2% | +37.3% | -39.5% | -9.0% |
| 1Y | -8.0% | +174.5% | -182.6% | -22.3% |
| 3Y | -5.0% | +562.3% | -567.3% | -30.1% |
| 5Y | -2.7% | +463.9% | -466.7% | -27.5% |
| 10Y | +75.9% | +1,302.4% | -1,226.5% | +15.7% |
| All | +523.1% | +177.9% | +345.2% | +209.4% |
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