+1,460.5%
CIEN vs BAX
-37.8%
+1,498.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | -4.6% | -5.1% | +0.5% | -3.4% |
| 30D | -12.8% | -12.2% | -0.7% | -10.1% |
| 3M | -23.1% | +21.8% | -44.9% | -27.7% |
| 6M | +6.1% | +36.3% | -30.2% | -3.9% |
| YTD | +44.5% | +27.8% | +16.7% | +31.9% |
| 1Y | +176.6% | -0.1% | +176.7% | +169.2% |
| 3Y | +601.0% | -33.3% | +634.3% | +645.2% |
| 5Y | +509.1% | -67.1% | +576.2% | +742.1% |
| 10Y | +1,460.5% | -36.9% | +1,497.4% | +1,715.6% |
| All | +1,460.5% | -37.8% | +1,498.3% | +1,715.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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