+214.5%
BAC vs CIEN
+1,220.1%
-1,005.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.5% | +27.4% | -25.9% | -3.4% |
| 30D | -6.4% | -26.6% | +20.2% | -1.6% |
| 3M | -21.7% | -32.0% | +10.3% | -17.3% |
| 6M | +0.5% | -49.1% | +49.6% | +10.7% |
| YTD | -6.7% | +25.7% | -32.4% | -19.8% |
| 1Y | -4.7% | +40.3% | -45.0% | -20.9% |
| 3Y | +96.1% | +566.2% | -470.1% | -1.3% |
| 5Y | +21.7% | +378.7% | -357.0% | -34.6% |
| All | +214.5% | +1,220.1% | -1,005.7% | +23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling