+18.0%
BAC vs CIEN
+301.0%
-283.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.1% | -1.4% |
| 7D | -1.2% | -24.1% | +22.9% | +2.1% |
| 30D | -7.7% | -45.5% | +37.8% | -0.6% |
| 3M | -21.2% | -39.7% | +18.6% | -16.9% |
| 6M | -6.8% | -57.8% | +51.0% | +2.2% |
| YTD | -8.7% | +4.1% | -12.8% | -16.5% |
| 1Y | -5.3% | +20.8% | -26.1% | -16.5% |
| 3Y | +87.4% | +463.1% | -375.7% | +9.9% |
| All | +18.0% | +301.0% | -283.0% | -27.6% |
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