+176.6%
CIEN vs BAH
-26.7%
+203.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -0.9% |
| 7D | -4.6% | -1.3% | -3.2% | -4.8% |
| 30D | -12.8% | -6.6% | -6.2% | -14.2% |
| 3M | -23.1% | -7.2% | -15.9% | -22.2% |
| 6M | +6.1% | -10.0% | +16.1% | +6.9% |
| YTD | +44.5% | -12.5% | +57.0% | +44.5% |
| 1Y | +176.6% | -27.9% | +204.5% | +178.9% |
| All | +176.6% | -26.7% | +203.4% | +178.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling