+280.5%
BAC vs CIEN
+133.2%
+147.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.7% | -8.4% | +0.4% |
| 7D | +2.0% | -5.3% | +7.3% | +2.5% |
| 30D | -6.9% | -40.1% | +33.2% | +0.7% |
| 3M | -19.6% | -34.7% | +15.1% | -15.2% |
| 6M | -0.5% | -50.9% | +50.4% | +8.6% |
| YTD | -6.6% | +15.2% | -21.8% | -14.3% |
| 1Y | -3.0% | +35.2% | -38.1% | -13.9% |
| 3Y | +97.3% | +522.6% | -425.3% | +28.1% |
| 5Y | +21.9% | +344.2% | -322.3% | -17.5% |
| 10Y | +251.7% | +1,188.7% | -937.0% | +91.6% |
| All | +280.5% | +133.2% | +147.3% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling