+378.7%
CIEN vs BAH
+7.8%
+371.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +27.4% | -2.6% | +29.9% | +27.3% |
| 30D | -26.6% | +20.4% | -46.9% | -26.5% |
| 3M | -32.0% | +11.9% | -43.8% | -31.8% |
| 6M | -49.1% | +17.1% | -66.2% | -48.8% |
| YTD | +25.7% | +5.5% | +20.2% | +26.3% |
| 1Y | +40.3% | +5.6% | +34.7% | +41.2% |
| 3Y | +566.2% | -26.5% | +592.7% | +583.5% |
| 5Y | +378.7% | +6.5% | +372.3% | +324.3% |
| All | +378.7% | +7.8% | +371.0% | +324.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling