+1,261.7%
CIEN vs BAH
+211.3%
+1,050.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +8.9% |
| 7D | +8.7% | -1.6% | +10.3% | +8.9% |
| 30D | -26.9% | +18.0% | -44.9% | -29.1% |
| 3M | -23.6% | +11.4% | -35.0% | -25.3% |
| 6M | -49.1% | +17.7% | -66.8% | -51.1% |
| YTD | +26.6% | +5.4% | +21.2% | +22.3% |
| 1Y | +42.7% | +2.8% | +40.0% | +38.9% |
| 3Y | +570.8% | -26.7% | +597.5% | +583.4% |
| 5Y | +386.4% | +8.1% | +378.4% | +316.4% |
| 10Y | +1,261.7% | +202.5% | +1,059.2% | +647.1% |
| All | +1,261.7% | +211.3% | +1,050.4% | +647.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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