-1.4%
BAC vs CIEN
+35.5%
-37.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.2% |
| 7D | +3.2% | +15.3% | -12.0% | +2.7% |
| 30D | -0.7% | -22.0% | +21.3% | -0.2% |
| 3M | -20.0% | -36.6% | +16.7% | -19.2% |
| 6M | +3.4% | -51.5% | +54.9% | +4.7% |
| YTD | -5.7% | +20.0% | -25.7% | -9.2% |
| 1Y | -1.4% | +44.5% | -45.9% | -6.1% |
| All | -1.4% | +35.5% | -37.0% | -6.1% |
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