+391.8%
BAC vs CIEN
+1,400.2%
-1,008.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -1.8% |
| 7D | +1.2% | -5.3% | +6.4% | +2.1% |
| 30D | -0.7% | -17.2% | +16.5% | +2.5% |
| 3M | +16.9% | -26.9% | +43.8% | +22.6% |
| 6M | +29.6% | +16.0% | +13.6% | +18.5% |
| YTD | +15.3% | +45.9% | -30.7% | -2.1% |
| 1Y | +28.8% | +186.8% | -158.0% | -9.7% |
| 3Y | +136.4% | +607.8% | -471.4% | +20.1% |
| 5Y | +72.9% | +506.7% | -433.8% | -11.3% |
| 10Y | +391.8% | +1,438.7% | -1,047.0% | +84.7% |
| All | +391.8% | +1,400.2% | -1,008.4% | +84.7% |
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