+1,460.5%
CIEN vs BAH
+186.6%
+1,273.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.6% | -1.3% | -3.2% | -4.4% |
| 30D | -12.8% | -6.6% | -6.2% | -11.8% |
| 3M | -23.1% | -7.2% | -15.9% | -22.3% |
| 6M | +6.1% | -10.0% | +16.1% | +7.2% |
| YTD | +44.5% | -12.5% | +57.0% | +44.7% |
| 1Y | +176.6% | -27.9% | +204.5% | +191.1% |
| 3Y | +601.0% | -31.4% | +632.4% | +606.9% |
| 5Y | +509.1% | -3.2% | +512.4% | +421.5% |
| 10Y | +1,460.5% | +191.5% | +1,269.0% | +726.4% |
| All | +1,460.5% | +186.6% | +1,273.8% | +726.4% |
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