+26.5%
BAC vs CIEN
+179.1%
-152.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | +0.6% | -15.2% | +15.8% | +0.9% |
| 30D | -0.9% | -21.5% | +20.6% | -0.4% |
| 3M | +16.3% | -40.1% | +56.4% | +17.6% |
| 6M | +26.0% | -6.6% | +32.5% | +23.5% |
| YTD | +15.2% | +37.3% | -22.1% | +10.0% |
| 1Y | +26.5% | +174.5% | -148.0% | +18.3% |
| All | +26.5% | +179.1% | -152.6% | +18.3% |
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