+569.7%
CIEN vs BAH
-26.6%
+596.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +27.4% | -2.6% | +29.9% | +27.0% |
| 30D | -26.6% | +20.4% | -46.9% | -25.2% |
| 3M | -32.0% | +11.9% | -43.8% | -30.9% |
| 6M | -49.1% | +17.1% | -66.2% | -47.7% |
| YTD | +25.7% | +5.5% | +20.2% | +28.6% |
| 1Y | +40.3% | +5.6% | +34.7% | +43.9% |
| All | +569.7% | -26.6% | +596.3% | +596.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling