+71.4%
BAC vs CIEN
+465.8%
-394.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +1.1% | -15.2% | +16.3% | +3.3% |
| 30D | -0.4% | -21.5% | +21.1% | +2.5% |
| 3M | +16.9% | -40.1% | +57.0% | +24.4% |
| 6M | +26.6% | -6.6% | +33.2% | +22.5% |
| YTD | +15.8% | +37.3% | -21.5% | +3.2% |
| 1Y | +27.2% | +174.5% | -147.4% | -2.9% |
| 3Y | +132.4% | +562.3% | -429.9% | +36.4% |
| All | +71.4% | +465.8% | -394.4% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling